On max domains of attraction of univariate p-max stable laws

U. R. Subramanya

Statistics & Probability Letters, 1994, vol. 19, issue 4, 271-279

Abstract: Necessary and sufficient conditions are derived for a distribution function to belong to the max domain of attraction of a max stable law under power normalization in terms of the integrals of the upper tail of the distribution function.

Keywords: Max; domains; of; attraction; 1-max; stable; laws; p-max; stable; laws; linear; and; power; normalizations (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (11)

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