Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization

Deepesh Bhati and Sreenivasan Ravi

Statistics & Probability Letters, 2017, vol. 130, issue C, 92-99

Abstract: Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization based on integral representations are presented along with a couple of instructive illustrations.

Keywords: Integral characterization; Log-regularly varying function; Log-slowly varying function; p-max stable law; Power normalization (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spl.2017.07.007

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