Extreme Value Analysis for Mixture Models with Heavy-Tailed Impurity
This paper deals with the extreme value analysis for the triangular arrays which appear when some parameters of the mixture model vary as the number of observations grows. When the mixing parameter is small, it is natural to associate one of the components with “an impurity” (in the case of regularl...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-09-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/9/18/2208 |