On a characteristic property of generalized Pareto distributions, extreme value distributions and their max domains of attraction

S. Ravi ()

Statistical Papers, 2010, vol. 51, issue 2, 455-463

Keywords: Characterization; Generalized Pareto distributions; Extreme value distributions; Necessary conditions for max domains of attraction; 60E05; 62E10 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s00362-009-0214-z

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