On The Intersection Of Max Domains Of Attraction Of p-Max Stable Laws and the Class of Subexponential Distributions
S. Ravi and
A. S. Praveena
Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 1, 115-124
Abstract:
Subexponential distributions are important in queueing, renewal theory, and extreme value theory as well as in other areas of applied probability. In this article, we study sufficient conditions for a distribution function to belong to both the subexponential class and the max domain of attraction of p-max stable laws. Several examples are given.
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:44:y:2015:i:1:p:115-124
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DOI: 10.1080/03610926.2012.733475
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