On large deviations of extremes under power normalization

Bo Feng and Shouquan Chen

Statistics & Probability Letters, 2015, vol. 99, issue C, 27-35

Abstract: By using the theory of p-max stable laws, we study large deviations of the extremes under power normalization. The necessary and sufficient conditions for large deviations of each of the six p-max stable laws are derived.

Keywords: P-max stable laws; Extremes; Large deviation; Power normalization; Second order condition (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.01.003

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