Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization

Bhati, Deepesh and Ravi, Sreenivasan (2017) Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization. Statistics & Probability Letters, 130. 92 - 99. ISSN 0167-7152

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Official URL: https://doi.org/10.1016/j.spl.2017.07.007

Abstract

Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization based on integral representations are presented along with a couple of instructive illustrations.

Item Type: Article
Uncontrolled Keywords: Integral characterization, Log-regularly varying function, Log-slowly varying function, -max stable law, Power normalization
Subjects: E Mathematical Science > Statistics
Divisions: Department of > Statistics
Depositing User: C Swapna Library Assistant
Date Deposited: 20 Jun 2019 05:43
Last Modified: 20 Jun 2019 05:43
URI: http://eprints.uni-mysore.ac.in/id/eprint/3456

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