On a characteristic property of generalized Pareto distributions, extreme value distributions and their max domains of attraction

DOI10.1007/S00362-009-0214-ZzbMATH Open1247.60020OpenAlexW1969250817MaRDI QIDQ451422FDOQ451422

Authors: Sreenivasan Ravi 

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-009-0214-z

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zbMATH Keywords

characterizationextreme value distributionsgeneralized Pareto distributionsnecessary conditions for max domains of attraction

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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• On characterization of multivariate stable distributions via random linear statistics

Cited In (8)

• Some Characterizations on Generalized Pareto Distributions
• Extreme value distributions, generalized Pareto distributions, and some applications
• A characterization of Gumbel's family of extreme value distributions
• Generalized Pareto approximation for a distribution in the Fréchet or Gumbel domain of attraction: Relative approximation error of a high quantile
• Equality of types for the distribution of the maximum for two values of \(n\) implies extreme value type
• On the characteristic functions for extreme value distributions
• On characterizations of the generalized Pareto distributions based on progressively censored order statistics
• Title not available (Why is that?)

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