On the Stability of Geometric Extremes

Authors S. Satheesh, N. Unnikrishnan Nair

Publication date 4 May 2003

Characteristic functions; other transforms (60E10) Extreme value theory; extremal stochastic processes (60G70) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)

Abstract: Possible reasons for the uniqueness of the positive geometric law in the context of stability of random extremes are explored here culminating in a conjecture characterizing the geometric law. Our reasoning comes closer in justifying the geometric law in similar contexts discussed in Arnold et al. (1986) and Marshall & Olkin (1997) and also supplement their arguments.

This page was built for publication: On the Stability of Geometric Extremes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6472789)