Skip to main content
SpringerLink
Log in

On extremes of mixtures of distributions

  • Published:
Metrika Aims and scope Submit manuscript

Abstract

In this article we study the max domains of attraction of mixtures of distributions belonging to the max domain of attraction of max stable laws.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • AL-Hussaini EK, El-Adll ME (2004) Asymptotic distribution of normalized maximum under finite mixture models. Stat Probab Lett 70: 109–117

    Article  MATH  MathSciNet  Google Scholar 

  • Galambos J (1975) Limit laws for mixtures with applications to asymptotic theory of extremes. Probab Theory Relat Fields 32(3): 197–207

    MATH  MathSciNet  Google Scholar 

  • Kale BK, Sebastian G (1995) On a class of symmetric nonnormal distributions with a kurtosis of three. In: Nagaraja HN et al (eds) Statistical Theory and Applications, in honour of David HA. Springer, New York, pp 55–63

  • Karlin S, Taylor HM (1975) A first course in stochastic processes. 2nd edn. Academic, New York

    Google Scholar 

  • Mohan NR, Ravi S (1992) Max domains of attraction of univariate and multivariate p-max stable laws. Teor Veroyatnost Primenen 37:709–721 [English transl. Theory Probab Appl 1993, 37(4):632–643]

  • Pancheva EI (1985) Limit theorems for extreme order statistics under nonlinear normalization. In: Stability problems for stochastic models (Uzhgorod, 1984), lecture notes in mathematics, vol 1155. Springer, Berlin, pp 284–309

  • Pancheva EI (1994) Extreme value limit theory with nonlinear normalization. In: Galambos J et al (eds) Extreme value theory and applications. Kluwer, Dordrecht, pp 305–318

  • Sreehari M (2008) General max-stable laws (in press)

Download references

Author information

Authors and Affiliations

  1. 6-B, Vrundavan Park, New Sama Road, Vadodara, 390008, India

    M. Sreehari

  2. Department of Studies in Statistics, University of Mysore, Manasagangotri, Mysore, 570006, India

    S. Ravi

Authors
  1. M. Sreehari
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. S. Ravi
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to S. Ravi.

Additional information

Research of S. Ravi is supported by DSA Programme of UGC, New Delhi, India.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Sreehari, M., Ravi, S. On extremes of mixtures of distributions. Metrika 71, 117–123 (2010). https://doi.org/10.1007/s00184-008-0206-3

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00184-008-0206-3

Keywords

Search

Navigation