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

extreme value distributionsfunctional equationgeneral 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)

Review text

The paper is devoted to max-stable-laws and their max domains of attraction introduced by \textit{E. Pancheva} [Lect. Notes Math. 1155, 284--309 (1985; Zbl 0572.62023)]. An alternative necessary and sufficient condition for a distribution function to belong to the max domain of attraction is obtained. Examples are given to show that the necessity part of Pancheva's result is incorrect. The concept of general max domain of strict attraction of the general max-stable laws is introduced. Necessary and sufficient conditions are proved for this subclass of the general max domain of attraction. Several examples are presented.

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Cites work

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Cited in

(11)

• Asymptotic order statistics of mixtures of distributions
• On limit distributions for intermediate order statistics under power normalization
• Conditions based on conditional moments for max-stable limit laws
• A new flexible extreme value model for modeling the extreme value data, with an application to environmental data
• New power limits for extremes
• Expansions on extremes from logarithmic general error distribution under power normalization
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• Third order conditions and max-semistability
• Limit theorems for order statistics with variable rank under exponential normalization
• 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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