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A note on domains of attraction of p-max stable laws

Listed author(s):
  • Christoph, Gerd
  • Falk, Michael
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    A distribution function (df) F is said to belong to the p-max domain of attraction of a nondegenerate df G, iff there exist [alpha]n > 0, [beta]n > 0 such that the df Fn([alpha]n x [beta]n sign(x)) converges weakly to G. The class of possible limiting dfs G and their domains of attraction are characterized by results from classical extreme value theory. This main result unifies earlier ones obtained by Pantcheva et al.

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    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 28 (1996)
    Issue (Month): 3 (July)
    Pages: 279-284

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    Handle: RePEc:eee:stapro:v:28:y:1996:i:3:p:279-284
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    1. 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.
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