On domains of uniform local attraction in extreme value theory

DOI10.1214/AOP/1176993075zbMath0566.60022OpenAlexW1983866815MaRDI QIDQ1059327

Trevor J. Sweeting

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993075

zbMATH Keywords

extreme value distributionssample extremesdomain of uniform local attraction

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) (L^p)-limit theorems (60F25)

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Asymptotic properties for distributions and densities of extremes from generalized gamma distribution ⋮ A unified criterion for the local uniform convergence of the density of the maximum ⋮ Restricted domains of attraction of \(\exp (-e^{-x})\) ⋮ Comparison of location models of Weibull type samples and extreme value processes ⋮ Uniform convergence of sums of order statistics to stable laws ⋮ When are intermediate processes of the same stochastic order? ⋮ Convergence rate for density of maximum of independent random variables ⋮ A comment on rates of convergence for density function in extreme value theory and Rényi entropy ⋮ The maximum domain of attraction of multivariate extreme value distributions is small ⋮ Modelling extremal data ⋮ Estimation of extreme quantiles in a simulation model ⋮ Criteria for convergence of the number of near maxima for long tails ⋮ On rates of uniform convergence of lower extreme generalized order statistics ⋮ Asymptotic expansions of density of normalized extremes from logarithmic general error distribution ⋮ On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes

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