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math.ST2024
On the convergence of entropy for K-th extreme
Ali Saeb
Let recall that the term 'k-th extreme' was introduced in a limiting sense. That is, if denote the r-th order statistic then for fix k, as , is…
math.ST2014★ 1 cited
Rates of convergence for Renyi entropy in extreme value theory
Ali Saeb
Max stable laws are limit laws of linearly normalized partial maxima of independent identically distributed random variables. Saeb (2014) proves that the Renyi entropy of order b (…
math.ST2014★ 1 cited
On convergence of entropy of distribution functions in the max domain of attraction of max stable laws
Sreenivasan Ravi, Ali Saeb
Max stable laws are limit laws of linearly normalized partial maxima of indepen- dent, identically distributed (iid) random variables (rvs). These are analogous to stable laws whic…