On the max-domain of attraction of distributions with log-concave densities
We show that both parametric distribution functions appearing in extreme value theory have log-concave densities if the extreme value index [gamma][set membership, variant][-1,0] and that all distribution functions F with log-concave density belong to the max-domain of attraction of the generalized extreme value distribution with [gamma][set membership, variant][-1,0].
Volume (Year): 78 (2008)
Issue (Month): 12 (September)
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