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

DOI10.1007/S13171-022-00304-4OpenAlexW4313678537MaRDI QIDQ6167553FDOQ6167553

Sreenivasan Ravi, Attahalli Shivanarayanaprasad Praveena

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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