Domains of attraction of asymptotic distributions of extreme generalized order statistics

Anja B. Schmiedt

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 7, 2089-2104

Abstract: In extreme value theory for ordinary order statistics, there are many results that characterize the domains of attraction of the three extreme value distributions. In this article, we consider a subclass of generalized order statistics for which also three types of limit distributions occur. We characterize the domains of attraction of these limit distributions by means of necessary and/or sufficient conditions for an underlying distribution function to belong to the respective domain of attraction. Moreover, we compare the domains of attraction of the limit distributions for extreme generalized order statistics with the domains of attraction of the extreme value distributions.

Date: 2016
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DOI: 10.1080/03610926.2013.870206

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