A note on domains of attraction of \(p\)-max stable laws

DOI10.1016/0167-7152(95)00136-0zbMath0855.60027OpenAlexW2065505610MaRDI QIDQ1922252

Gerd Christoph, Michael Falk

Publication date: 27 January 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00136-0

zbMATH Keywords

minimaextreme value distributionsmaximadomains of attraction\(p\)-max stable distributions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

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Cites Work

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• On max domains of attraction of univariate \(p\)-max stable laws
• Sur la distribution limite du terme maximum d'une série aléatoire
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• A form of regular variation and its application to the domain of attraction of the double exponential distribution
• Theory and application of some classical and generalized asymptotic distributions of extreme values