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

Ravi, S. (2010) On a characteristic property of generalized Pareto distributions, extreme value distributions and their max domains of attraction. Statistical Papers, 51 (2). pp. 455-463. ISSN 1613-9798

[img] Text (Full Text)
On a characteristic property of generalized Pareto distributions, extreme value.pdf - Published Version
Restricted to Registered users only
Download (135kB) | Request a copy
Official URL: https://doi.org/10.1007/s00362-009-0214-z

Abstract

Using the independence of an arbitrary random variable Y and the weighted minima of independent, identically distributed random variables with weights depending on Y, we characterize extreme value distributions and generalized Pareto distributions. A discussion is made about an analogous characterization for distributions in the max domains of attraction of extreme value limit laws.

Item Type: Article
Subjects: E Mathematical Science > Statistics
Divisions: Department of > Statistics
Depositing User: LA manjunath user
Date Deposited: 12 Jul 2019 05:55
Last Modified: 12 Jul 2019 05:55
URI: http://eprints.uni-mysore.ac.in/id/eprint/5120

Actions (login required)

View Item View Item
uomeprints is powered by EPrints 3 which is developed by the School of Electronics and Computer Science at the University of Southampton. More information and software credits.