Asymptotic distribution of normalized maximum under finite mixture models
Abstract
In this paper, we study the asymptotic distribution of the generally normalized maximum under finite mixture models. In one of the two theorems presented, we obtain a necessary and sufficient condition for this weak convergence, as well as the limit forms. The second theorem gives sufficient conditions for this convergence when the components of the mixture have different general normalizations. Examples are given to illustrate the applications of the two theorems.Download Info
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Bibliographic Info
Article provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 70 (2004)
Issue (Month): 1 (October)
Pages: 109-117
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Related research
Keywords: Mixture distributions Weak convergence l-max stable laws p-max stable laws General normalization Domains of attraction;References
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- M. Sreehari & S. Ravi, 2010. "On extremes of mixtures of distributions," Metrika, Springer, vol. 71(1), pages 117-123, January.
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