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Subject
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Power normalization 2 p-max stable laws 2 Extreme value distributions 1 Extremes 1 Large deviation 1 Linear normalization 1 Max domains of attraction 1 Max stable laws 1 Mixtures 1 P-max stable laws 1 Primary 62G09 1 Second order condition 1 Secondary 62G15 1 Weak convergence 1 bootstrap 1 power normalization 1 weak consistency 1
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Undetermined 3
Type of publication
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Article 3
Language
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Undetermined 3
Author
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Chen, Shouquan 1 Feng, Bo 1 Nigm, E. 1 Ravi, S. 1 Sreehari, M. 1
Published in...
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Metrika 1 Statistics & Probability Letters 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1
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RePEc 3
Showing 1 - 3 of 3
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On large deviations of extremes under power normalization
Feng, Bo; Chen, Shouquan - In: Statistics & Probability Letters 99 (2015) C, pp. 27-35
By using the theory of p-max stable laws, we study large deviations of the extremes under power normalization. The …
Persistent link: https://www.econbiz.de/10011208334
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On extremes of mixtures of distributions
Sreehari, M.; Ravi, S. - In: Metrika 71 (2010) 1, pp. 117-123
Persistent link: https://www.econbiz.de/10008467020
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Bootstrapping extremes of random variables under power normalization
Nigm, E. - In: TEST: An Official Journal of the Spanish Society of … 15 (2006) 1, pp. 257-269
Persistent link: https://www.econbiz.de/10005613238
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