Convergence criteria for maxima with regularly varying normalizing constants

Gaoxiong Gan and James W. Neill

Statistics & Probability Letters, 1994, vol. 20, issue 1, 23-26

Abstract: This paper considers domain of attraction criteria for the maxima sequence associated with independent and identically distributed random variables. The criteria are based on regular variation of the normalizing constants and the existence of a real point at which the distribution function of the normalized maxima converges to a value in the open unit interval. Examples are made to specific underlying distributions.

Keywords: Extreme; value; theory; Normalizing; constants; Regular; variation (search for similar items in EconPapers)
Date: 1994
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