General max-stable laws (Q626287)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General max-stable laws |
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General max-stable laws (English)
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22 February 2011
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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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extreme value distributions
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max-stable law
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general max-stable law
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general max domain of attraction
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general max domain of strict attraction
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functional equation
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