On sums of independent random variables whose distributions belong to the max domain of attraction of max stable laws

Maddipatla, S. and Sreenivasan, R. and Rasbagh, V. (2011) On sums of independent random variables whose distributions belong to the max domain of attraction of max stable laws. EXTREMES, 14 (3). pp. 267-283. ISSN 1386-1999

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Official URL: DOI 10.1007/s10687-010-0109-3

Abstract

In this article we study the max domains of attraction of distributions of sums of independent random variables belonging to the max domains of attraction of max stable laws under linear normalization. These results lead to the study of the max domains of attraction of distributions of products of independent random variables belonging to the max domain of attraction of max stable laws under power normalization.

Item Type: Article
Uncontrolled Keywords: Convolutions; Extreme value limit laws; Max domains of attraction of sums/products of random variables
Subjects: E Mathematical Science > Statistics
Divisions: Department of > Statistics
Depositing User: Users 23 not found.
Date Deposited: 07 Aug 2019 13:16
Last Modified: 07 Aug 2019 13:16
URI: http://eprints.uni-mysore.ac.in/id/eprint/2420

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