On R. Von Mises' Condition for the Domain of Attraction of \exp(-e^{-x})^1

DOI10.1214/AOMS/1177692489MaRDI QIDQ5649722zbMATH OpenOpenAlexFDO

Authors August A. Balkema, Laurens De Haan

Publication date 1972

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177692489

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05)

Recommendations

• Restricted domains of attraction of \(\exp (-e^{-x})\)
• scientific article; zbMATH DE number 4178213
• On the domain of attraction of \(\exp (-\exp (-x))\)
• A convergence rate in extreme-value theory
• Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution

Cited in

(18)

• On a theorem in entire function theory and its application in probability theory
• Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
• Subexponentiality of the product of independent random variables
• Extremes and regular variation
• On the Haezendonck-Goovaerts risk measure for extreme risks
• Modeling multiple risks: hidden domain of attraction
• On optimal investment and subexponential claims
• Fighting the arch–enemy with mathematics‘
• Sample extremes: an elementary introduction
• On accompanying measures and asymptotic expansions in the B. V. Gnedenko limit theorem
• Maximum domain of attraction of the two-parameter conditional exponential-Weibull distribution
• A note on tail behaviour of distributions in the max domain of attraction of the Fréchet/ Weibull law under power normalization
• On the exponential max-domain of attraction of the standard log-Fréchet distribution and subexponentiality
• On the convergence of Shannon entropy of distribution functions in the max domain of attraction of max-stable laws
• On limit theorems for the distribution of the maximal element in a sequence of random variables
• Which distributions in the max-domain of attraction satisfy von Mises representation or variation representation for a given auxiliary function?
• Asymptotics for the conditional higher moment coherent risk measure with weak contagion
• Asymptotic distribution of normalized maximum under finite mixture models

This page was built for publication: On R. Von Mises' Condition for the Domain of Attraction of $\exp(-e^{-x})^1$

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5649722)