General max-stable laws

DOI10.1007/S10687-008-0074-2MaRDI QIDQ626287zbMATH OpenOpenAlexFDO

Authors Maddipatla Sreehari

Publication date 22 February 2011

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-008-0074-2

zbMATH Keywords

functional equationextreme value distributionsgeneral max domain of attractiongeneral max domain of strict attractiongeneral max-stable lawmax-stable law

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20)

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Cites work

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• A note on domains of attraction of p-max stable laws
• A spectral representation for max-stable processes
• Domains of attraction of multivariate extreme value distributions
• Limit theory for multivariate sample extremes
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• Max-Stability
• Selfdecomposable distributions for maxima of independent random vectors

Cited in

(11)

• Expansions on extremes from logarithmic general error distribution under power normalization
• On limit distributions for intermediate order statistics under power normalization
• Limit theorems for order statistics with variable rank under exponential normalization
• Conditions based on conditional moments for max-stable limit laws
• New power limits for extremes
• scientific article; zbMATH DE number 1484287 (Why is no real title available?)
• Asymptotic order statistics of mixtures of distributions
• Third order conditions and max-semistability
• A new flexible extreme value model for modeling the extreme value data, with an application to environmental data
• A note on domains of attraction of the limit laws of intermediate order statistics under power normalization
• Limit theorems for intermediate and central order statistics under nonlinear normalization

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