On a characteristic property of generalized Pareto distributions, extreme value distributions and their max domains of attraction

DOI10.1007/S00362-009-0214-ZzbMath1247.60020OpenAlexW1969250817MaRDI QIDQ451422

Sreenivasan Ravi

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-009-0214-z

zbMATH Keywords

extreme value distributionscharacterizationgeneralized Pareto distributionsnecessary conditions for max domains of attraction

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

On characterizations of the generalized Pareto distributions based on progressively censored order statistics

Cites Work

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• On characterization of multivariate stable distributions via random linear statistics

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