Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present
| LEADER | caa a22 4500 | ||
|---|---|---|---|
| 001 | 605461627 | ||
| 003 | CHVBK | ||
| 005 | 20210128100244.0 | ||
| 007 | cr unu---uuuuu | ||
| 008 | 210128e20150301xx s 000 0 eng | ||
| 024 | 7 | 0 | |a 10.1007/s10114-015-2003-z |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10114-015-2003-z | ||
| 245 | 0 | 0 | |a Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present |h [Elektronische Daten] |c [Christopher Withers, Saralees Nadarajah] |
| 520 | 3 | |a We give expansions about the Gumbel distribution in inverse powers of n and log n for M n , the maximum of a sample size n or n+1 when the j-th observation is $\mu (\tfrac{j} {n}) + e_j $ , µ is any smooth trend function and the residuals {e j } are independent and identically distributed with $P(e > r) \approx \exp ( - \delta x)x^{d_0 } \sum\limits_{k = 1}^\infty {c_k x^{ - k\beta } } $ as x→∞. We illustrate practical value of the expansions using simulated data sets. | |
| 540 | |a Institute of Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Chinese Mathematical Society and Springer-Verlag Berlin Heidelberg, 2015 | ||
| 690 | 7 | |a Bell polynomials |2 nationallicence | |
| 690 | 7 | |a expansions |2 nationallicence | |
| 690 | 7 | |a exponential and gamma tails |2 nationallicence | |
| 690 | 7 | |a Gumbel |2 nationallicence | |
| 690 | 7 | |a maximum |2 nationallicence | |
| 690 | 7 | |a trend |2 nationallicence | |
| 700 | 1 | |a Withers |D Christopher |u Industrial Research Limited, Lower Hutt, New Zealand |4 aut | |
| 700 | 1 | |a Nadarajah |D Saralees |u University of Manchester, M13 9PL, Manchester, UK |4 aut | |
| 773 | 0 | |t Acta Mathematica Sinica, English Series |d Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society |g 31/3(2015-03-01), 526-542 |x 1439-8516 |q 31:3<526 |1 2015 |2 31 |o 10114 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10114-015-2003-z |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10114-015-2003-z |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Withers |D Christopher |u Industrial Research Limited, Lower Hutt, New Zealand |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Nadarajah |D Saralees |u University of Manchester, M13 9PL, Manchester, UK |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Acta Mathematica Sinica, English Series |d Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society |g 31/3(2015-03-01), 526-542 |x 1439-8516 |q 31:3<526 |1 2015 |2 31 |o 10114 | ||