On The Intersection Of Max Domains Of Attraction Ofp-Max Stable Laws and the Class of Subexponential Distributions

DOI10.1080/03610926.2012.733475zbMath1366.60045OpenAlexW2089421096MaRDI QIDQ5249177

Sreenivasan Ravi, Attahalli Shivanarayanaprasad Praveena

Publication date: 29 April 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.733475

zbMATH Keywords

subexponential distributions\(p\)-max stable laws

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)

Related Items (2)

Diagnostic plots for identifying max domains of attraction under power normalization ⋮ On the exponential max-domain of attraction of the standard log-Fréchet distribution and subexponentiality

Cites Work

• Unnamed Item
• Asymptotics of random contractions
• The class of subexponential distributions
• Functions of probability measures
• Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws

This page was built for publication: On The Intersection Of Max Domains Of Attraction Ofp-Max Stable Laws and the Class of Subexponential Distributions