Comparison between the rates of convergence of extremes under linear and under power normalization
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DOI: 10.1007/s00362-008-0128-1
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- Christoph, Gerd & Falk, Michael, 1996. "A note on domains of attraction of p-max stable laws," Statistics & Probability Letters, Elsevier, vol. 28(3), pages 279-284, July.
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- H. M. Barakat & E. M. Nigm, 2010. "On the rate of convergence to asymptotic independence between order statistics under power normalization with extension to the generalized order statistics," Indian Journal of Pure and Applied Mathematics, Springer, vol. 41(6), pages 703-714, December.
- Feng, Bo & Chen, Shouquan, 2015. "On large deviations of extremes under power normalization," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 27-35.
- Geng Yang & Tingting Li, 2016. "Expansions on extremes from logarithmic general error distribution under power normalization," Statistical Papers, Springer, vol. 57(3), pages 781-793, September.
- H. M. Barakat & E. M. Nigm & O. M. Khaled & H. A. Alaswed, 2018. "The estimations under power normalization for the tail index, with comparison," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(3), pages 431-454, July.
- Barakat, H.M. & Omar, A.R. & Khaled, O.M., 2017. "A new flexible extreme value model for modeling the extreme value data, with an application to environmental data," Statistics & Probability Letters, Elsevier, vol. 130(C), pages 25-31.
- Weng, Zhichao & Liao, Xin, 2017. "Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization," Statistics & Probability Letters, Elsevier, vol. 125(C), pages 33-43.
- Sha Jiang & Tingting Li & Xin Liao, 2018. "Distributional expansions on extremes from skew-normal distribution under power normalization," Statistical Papers, Springer, vol. 59(1), pages 1-20, March.
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More about this item
Keywords
Regular variation; ℓ-max-stable laws; p-max-stable laws; Uniform metric; Total variation matric; Primary 60F05; 62E20; Secondary 62E15; 62G30;All these keywords.
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Statistics
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