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On max domains of attraction of univariate p-max stable laws

Author

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  • Subramanya, U. R.

Abstract

Necessary and sufficient conditions are derived for a distribution function to belong to the max domain of attraction of a max stable law under power normalization in terms of the integrals of the upper tail of the distribution function.

Suggested Citation

  • Subramanya, U. R., 1994. "On max domains of attraction of univariate p-max stable laws," Statistics & Probability Letters, Elsevier, vol. 19(4), pages 271-279, March.
    • Handle: RePEc:eee:stapro:v:19:y:1994:i:4:p:271-279
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    Citations

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    Cited by:

    1. H. M. Barakat & E. M. Nigm, 2010. "On the rate of convergence to asymptotic independence between order statistics under power normalization with extension to the generalized order statistics," Indian Journal of Pure and Applied Mathematics, Springer, vol. 41(6), pages 703-714, December.
    2. Feng, Bo & Chen, Shouquan, 2015. "On large deviations of extremes under power normalization," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 27-35.
    3. Bhati, Deepesh & Ravi, Sreenivasan, 2017. "Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization," Statistics & Probability Letters, Elsevier, vol. 130(C), pages 92-99.
    4. Geng Yang & Tingting Li, 2016. "Expansions on extremes from logarithmic general error distribution under power normalization," Statistical Papers, Springer, vol. 57(3), pages 781-793, September.
    5. Christoph, Gerd & Falk, Michael, 1996. "A note on domains of attraction of p-max stable laws," Statistics & Probability Letters, Elsevier, vol. 28(3), pages 279-284, July.
    6. E. Nigm, 2006. "Bootstrapping extremes of random variables under power normalization," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(1), pages 257-269, June.
    7. Barakat, H.M. & Omar, A.R. & Khaled, O.M., 2017. "A new flexible extreme value model for modeling the extreme value data, with an application to environmental data," Statistics & Probability Letters, Elsevier, vol. 130(C), pages 25-31.
    8. Chen, Shouquan & Wang, Chao & Zhang, Geng, 2012. "Rates of convergence of extreme for general error distribution under power normalization," Statistics & Probability Letters, Elsevier, vol. 82(2), pages 385-395.
    9. A. S. Praveena & S. Ravi, 2023. "On the Exponential Max-Domain of Attraction of the Standard Log-Fréchet Distribution and Subexponentiality," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(2), pages 1607-1622, August.
    10. Weng, Zhichao & Liao, Xin, 2017. "Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization," Statistics & Probability Letters, Elsevier, vol. 125(C), pages 33-43.
    11. Sha Jiang & Tingting Li & Xin Liao, 2018. "Distributional expansions on extremes from skew-normal distribution under power normalization," Statistical Papers, Springer, vol. 59(1), pages 1-20, March.

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