Variability of the MAX and MIN Statistic: A Theory of the Quantile Spread as a Function of Sample Size
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DOI: 10.1007/s11336-001-0916-1
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References listed on IDEAS
- Kleiber, Christian, 2002. "Variability ordering of heavy-tailed distributions with applications to order statistics," Statistics & Probability Letters, Elsevier, vol. 58(4), pages 381-388, July.
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Cited by:
- Pablo Mitnik & Sunyoung Baek, 2013. "The Kumaraswamy distribution: median-dispersion re-parameterizations for regression modeling and simulation-based estimation," Statistical Papers, Springer, vol. 54(1), pages 177-192, February.
- Bellini, Fabio & Fadina, Tolulope & Wang, Ruodu & Wei, Yunran, 2022. "Parametric measures of variability induced by risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 270-284.
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Keywords
Extremal distributions; Extremal variability; Quantile spread; Parallel processing;All these keywords.
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