The asymptotic behaviour of the maximum of a random sample subject to trends in location and scale

Random Operators and Stochastic Equations

Volumn 17, Issue 1, 2009, Pages 55-60

  Withers, Christopher S ^a   Nadarajah, Saralees ^b  

^a CALLAGHAN INNOVATION   (New Zealand)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Extreme values; Gamma type tail; Power type tail; Trends

Indexed keywords

EID: 84858397318     PISSN: 09266364     EISSN: 1569397X     Source Type: Journal    
DOI: 10.1515/ROSE.2009.003     Document Type: Article

References (6)

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2. H. B. Mann and A. Wald, On stochastic limit and order relationships, Ann. Math. Stat. 14 (1943), pp. 217-226.
3. C. S. Withers, Expansions for the distribution of the maximum from distributions with a power tail when a trend is present, Technical Report (2007a), Applied Mathematics Group, Industrial Research Ltd., Lower Hutt, New Zealand.
4. C. S. Withers, Expansions for the distribution of the maximum from distributions with an asymptotically gamma tail when a trend is present, Technical Report (2007b), Applied Mathematics Group, Industrial Research Ltd., Lower Hutt, New Zealand.
5. C. S. Withers, Saddlepoint expansions in terms of Bell polynomials, Technical Report (2007c), Applied Mathematics Group, Industrial Research Ltd., Lower Hutt, New Zealand.
6. C. S. Withers and S. Nadarajah, Evidence of trend in return levels for daily windrun in New Zealand, Journal of the Meteorological Society of Japan 84 (2006), pp. 805-819. (Pubitemid 44613357)