Continuation theorems of the extremes under power normalization (Q1847583)

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scientific article; zbMATH DE number 1836011
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Continuation theorems of the extremes under power normalization
scientific article; zbMATH DE number 1836011

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    Continuation theorems of the extremes under power normalization (English)
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    28 March 2003
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    The authors discuss a stability property of the extremes under power normalizations. They prove that the restricted convergence of the power normalized extremes on an arbitrary nondegenerate interval implies the weak convergence. Moreover, this implication also holds when the sample size is considered as a random variable geometrically distributed with the mean \(n\).
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    weak convergence
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    the max domain of attraction
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    power normalization
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