Asymptotic maxima of folded distributions with application to the multivariate extreme theory

Faculty Science Year: 2024
Type of Publication: ZU Hosted Pages:
Authors:
Journal: Journal of Computational and Applied Mathematics ElSEVIER Volume:
Keywords : Asymptotic maxima , folded distributions with application    
Abstract:
In this article, we reveal the relationship between the extreme value theory of a general continuous random variable and its fold. As a consequence of this study, we generalize various recent results pertaining to the asymptotic behavior of the extremes of multivariate random variables based on the logistic norm. We find an interesting finding that, the weak convergence of marginal maxima and minima to the Fréchet, or Weibull type, implies the convergence of multivariate maxima to those limit types, as we demonstrate using the logistic norm ||.||𝑝, 𝑝 ∈ [1, ∞]. Furthermore, the normalizing constants and limit types are independent of 𝑝. The theoretical results of the paper is supported by several illustrative cases.
   
     
 
       

Author Related Publications

  • Haroun Mohammed Abdel-Fattah Barakat, "Random translation, dilation and contraction of order statistics", El-Sevier, 2014 More
  • Haroun Mohammed Abdel-Fattah Barakat, "Limit theory for bivariate extreme generalized order statistics and dual generalized order statistics", ALEA publisher, 2014 More
  • Haroun Mohammed Abdel-Fattah Barakat, "Asymptotic distributions of order statistics and record values arising from the class of beta-generated distributions", Taylor &Francis, 2014 More
  • Haroun Mohammed Abdel-Fattah Barakat, "LIMIT THEORY FOR JOINT GENERALIZED ORDER STATISTICS", Taylor &Francis, 2014 More
  • Haroun Mohammed Abdel-Fattah Barakat, "Statistical Modeling of Extreme Values with Applications to Air Pollution", Science Puplications publisher, 2012 More

Department Related Publications

  • Heba Ibrahim Mustafa, "On lower and upper intension order relations by different cover concepts", Elsevier, 2011 More
  • Nagla Ameen Mohamed Hssan, "On the Reliability of Multi-State m-consecutive-at least-k-out-of-n: F Systems", Foundation of Computer Science (FCS), New York, USA, 2013 More
  • Elsayed Ibrahim Abdelgalil Mahmoud, "Normal Jacobi field on Riemannian manifold", SCIK Publishing Corporation, 2013 More
  • Alaa Hassan Attia Hassan, "Harmonic Univalent Functions with Varying Arguments Defined by Using Salagean Integral Operator", University of Alba Iulia, Romania, 2013 More
  • Yasser AbdelAziz Amer Tolba, "blind signal separation using adaptive generalized Gamma distribution", امريكا, 2013 More
Tweet