On the exponential max-domain of attraction of the standard log-Fréchet distribution and subexponentiality

DOI10.1007/S13171-022-00304-4MaRDI QIDQ6167553OpenAlexFDO

Authors Attahalli Shivanarayanaprasad Praveena, Sreenivasan Ravi

Publication date 7 August 2023

Published in Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13171-022-00304-4

zbMATH Keywords

subexponential distributiontail equivalencesuper-heavy tailexponential max-domain of attractionexponential normalizationstandard log-Fréchet lawvon-Mises-type conditions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Extreme value theory; extremal stochastic processes (60G70)

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Cites work

• scientific article; zbMATH DE number 4213107 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• A note on tail behaviour of distributions in the max domain of attraction of the Fréchet/ Weibull law under power normalization
• Activity rates with very heavy tails
• Bathtub and Related Failure Rate Characterizations
• Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution
• Functions of probability measures
• Generalizing the Pareto to the log-Pareto model and statistical inference
• Hazard rates and subexponential distributions
• Laws of small numbers: extremes and rare events.
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• New limit distributions for extremes under a nonlinear normalization
• On max domains of attraction of univariate \(p\)-max stable laws
• On the intersection of max domains of attraction of \(p\)-max stable laws and the class of subexponential distributions
• Recurrence properties of autoregressive processes with super-heavy-tailed innovations
• The class of subexponential distributions

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