On the max-domain of attraction of distributions with log-concave densities

DOI10.1016/j.spl.2007.12.008zbMath1152.62008OpenAlexW2077060542WikidataQ61810982 ScholiaQ61810982MaRDI QIDQ945779

Samuel Müller, Kaspar Rufibach

Publication date: 17 September 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.12.008

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Partially smooth tail-index estimation for small samples ⋮ Smooth tail-index estimation

Uses Software

• logcondens

Cites Work

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• Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
• Von Mises conditions revisited
• Limit distribution theory for maximum likelihood estimation of a log-concave density
• Statistical inference using extreme order statistics
• Logconcavity versus logconvexity: A complete characterization
• Log-concave probability and its applications
• Sur la distribution limite du terme maximum d'une série aléatoire
• Smooth tail-index estimation
• On the productXYfor the elliptically symmetric Kotz type distribution

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