Rates of convergence of extremes for mixed exponential distributions

The limiting distributions of the extremes of mixed exponential distributions and the associated rates of convergence are derived. The practical values of the results are illustrated by a numerical study.

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Year of publication:	2010
Authors:	Zuoxiang, Peng ; Weng, Zhichao ; Nadarajah, Saralees
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 81.2010, 1, p. 92-99
Publisher:	Elsevier
Subject:	Exponential distribution \| Extreme value distribution \| Finite mixture \| Rate of convergence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010869887