A note on domains of attraction of p-max stable laws

Gerd Christoph and Michael Falk

Statistics & Probability Letters, 1996, vol. 28, issue 3, 279-284

Abstract: A distribution function (df) F is said to belong to the p-max domain of attraction of a nondegenerate df G, iff there exist [alpha]n > 0, [beta]n > 0 such that the df Fn([alpha]n x [beta]n sign(x)) converges weakly to G. The class of possible limiting dfs G and their domains of attraction are characterized by results from classical extreme value theory. This main result unifies earlier ones obtained by Pantcheva et al.

Keywords: Maxima; Minima; Extreme; value; distributions; p-Max; stable; distributions; Domains; of; attraction (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (10)

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