Second Order Expansions for Extreme Quantiles of Burr Distributions and Asymptotic Theory of Record Values

Authors

  • Moumouni Diallo
  • Modou Ngom
  • Soumaila Dembele Enseignant-Chercheur
  • Gane Samb Lo

DOI:

https://doi.org/10.29020/nybg.ejpam.v16i1.4662

Keywords:

Burr distributions; Quantile expansion; record values; records times; extreme value theory; Gaussian asymptotic laws; statistical tests.

Abstract

In this paper we investigate the Burr distributions family which contains twelve members. Second order expansions of quantiles of the Burr’s distributions are provided on which may be based statistical methods, in particular in extreme value theory. Beyond the proper interest of these expansions, we apply them to characterize the asymptotic laws of their records of Burr’s distributions, lead to new statistical tests.

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Published

2023-01-29

Issue

Section

Nonlinear Analysis

How to Cite

Second Order Expansions for Extreme Quantiles of Burr Distributions and Asymptotic Theory of Record Values. (2023). European Journal of Pure and Applied Mathematics, 16(1), 609-656. https://doi.org/10.29020/nybg.ejpam.v16i1.4662