On Mixture Distributions and Their Max Domains

被引：0

作者：

A. S. Praveena

Swathi Srinath

S. Ravi

机构：

[1] University of Mysore,Department of Studies in Statistics

来源：

Journal of the Indian Society for Probability and Statistics | 2019年 / 20卷

关键词：

Extreme value distribution; -Max stable law; -Max stable law; Max domains of attraction; Mixture distribution; Primary 60G70; Secondary 60E05;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Extreme values are a major concern in various areas including finance, insurance, hydrology, etc. Often, natural phenomena are explained by mixture distributions, for example, distribution of wind speed is the mixture of distribution of wind speed under normal circumstances and extreme circumstances. In this article, we consider the extreme behaviour of a mixture distribution and study the max domains of attraction of mixture distributions. A few illustrative examples are also discussed.

引用

页码：173 / 183

页数：10

共 14 条

[1]

Al-Hussaini EK(2004)Asymptotic distribution of normalized maximum under finite mixture models Stat Probab Lett 70 109-117

[2]

El-Adll ME(2013)New power limits for extremes Extremes 16 457-485

[3]

Balkema AA(2018)Diagnostic plots for identifying max domains of attraction under power normalization J Appl Stat 45 581-594

[4]

Bhati D(2016)Extreme value theory in mixture distributions and a statistical method to control the possible bias J Korean Stat Soc 37 632-643

[5]

Ravi S(1993)Max domains of attraction of univariate and multivariate Theory Probab Appl 03 01-10

[6]

Gwak W(2010)-max stable laws ProbStat Forum 71 117-123

[7]

Goo YH(2010)A note on tail behaviour of distributions in the max domain of attraction of the Fréchet/Weibull law under power normalization Metrika undefined undefined-undefined

[8]

Ahn JY(undefined)On extremes of mixtures of distributions undefined undefined undefined-undefined

[9]

Mohan NR(undefined)undefined undefined undefined undefined-undefined

[10]

Ravi S(undefined)undefined undefined undefined undefined-undefined

← 1 2 →