Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization

DOI10.1016/j.spl.2017.07.007zbMath1380.60032OpenAlexW2736954943MaRDI QIDQ2407527

Deepesh Bhati, Sreenivasan Ravi

Publication date: 6 October 2017

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

Full work available at URL: https://doi.org/10.1016/j.spl.2017.07.007

zbMATH Keywords

power normalization\(p\)-max stable lawintegral characterizationlog-regularly varying functionlog-slowly varying function

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (1)

A test procedure for distinguishing logarithmically decaying tail from polynomially decaying tail

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On von Mises type conditions for \(p\)-max stable laws, rates of convergence and generalized log Pareto distributions
• Full robustness in Bayesian modelling of a scale parameter
• A test procedure for detecting super-heavy tails
• Level-spacing distributions and the Airy kernel
• On max domains of attraction of univariate \(p\)-max stable laws
• On the maximal domain of attraction of Tracy-Widom distribution for Gaussian unitary ensembles
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• Limit distributions of generalized order statistics under power normalization

This page was built for publication: Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization