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Diagnostic plots for identifying max domains of attraction under power normalization

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  • Deepesh Bhati
  • Sreenivasan Ravi

Abstract

Diagnostic plots for determining the max domains of attraction of power normalized partial maxima are proposed. A test to ascertain the veracity of the claim that data distribution belongs to a max domain of attraction under power normalization is given. The performance of this test is demonstrated using data simulated from many well-known distributions. Furthermore, two real-world datasets are analysed using the proposed procedure.

Suggested Citation

  • Deepesh Bhati & Sreenivasan Ravi, 2018. "Diagnostic plots for identifying max domains of attraction under power normalization," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(13), pages 2394-2410, October.
    • Handle: RePEc:taf:japsta:v:45:y:2018:i:13:p:2394-2410
    DOI: 10.1080/02664763.2017.1421915
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