The continuous and differentiable domains of attraction of the extreme value distributions

DOI10.1214/aop/1176992453zbMath0593.60035OpenAlexW1992967150MaRDI QIDQ1076412

James III Pickands

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1214/aop/1176992453

zbMATH Keywords

extreme value distributionsdomains of attractiondifferentiable domains of attraction

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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Restricted domains of attraction of \(\exp (-e^{-x})\) ⋮ The impact of competition on prices with numerous firms ⋮ When are intermediate processes of the same stochastic order? ⋮ Improved inference on risk measures for univariate extremes ⋮ Convergence rate for density of maximum of independent random variables ⋮ Accounting for choice of measurement scale in extreme value modeling ⋮ The maximum domain of attraction of multivariate extreme value distributions is small ⋮ Information-theoretic convergence of extreme values to the Gumbel distribution ⋮ A Bayesian approach to extended models for exceedance ⋮ Tail approximations to the density function in EVT ⋮ Condition for convergence of maxima of random triangular arrays ⋮ Generalized Pickands estimators for the extreme value index ⋮ ON THE PROBABILITY OF BEING MAXIMAL ⋮ Weak convergence of the remainder term in the Bahadur representation of extreme quantiles ⋮ On a generalized Pickands estimator of the extreme value index ⋮ A note on the inverse bootstrap process for large quantiles

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