Discretization of distributions in the maximum domain of attraction

DOI10.1007/S10687-011-0137-7zbMath1329.60159OpenAlexW2036653031MaRDI QIDQ907279

Takaaki Shimura

Publication date: 25 January 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-011-0137-7

zbMATH Keywords

extreme value distributionGumbel distributionmaximum domain of attractiondiscrete distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05)

Related Items (5)

Closure properties of \(O\)-exponential distributions ⋮ Extreme value modelling of water-related insurance claims ⋮ The maximum domain of attraction of multivariate extreme value distributions is small ⋮ Gradient boosting with extreme-value theory for wildfire prediction ⋮ An improved method for forecasting spare parts demand using extreme value theory

Uses Software

• QRM

Cites Work

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• Maximum term of a particular autoregressivesequence with discrete margins
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• On the asymptotics of discrete order statistics

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