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Comparison between the rates of convergence of extremes under linear and under power normalization

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  • H. Barakat
  • E. Nigm
  • Magdy El-Adll

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  • H. Barakat & E. Nigm & Magdy El-Adll, 2010. "Comparison between the rates of convergence of extremes under linear and under power normalization," Statistical Papers, Springer, vol. 51(1), pages 149-164, January.
    • Handle: RePEc:spr:stpapr:v:51:y:2010:i:1:p:149-164
    DOI: 10.1007/s00362-008-0128-1
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    References listed on IDEAS

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    1. 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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    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. Feng, Bo & Chen, Shouquan, 2015. "On large deviations of extremes under power normalization," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 27-35.
    6. 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.
    7. 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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    1. 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.
    2. 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.
    3. Feng, Bo & Chen, Shouquan, 2015. "On large deviations of extremes under power normalization," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 27-35.
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    9. E. Nigm, 2006. "Bootstrapping extremes of random variables under power normalization," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(1), pages 257-269, June.

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