This article is cited in 1 paper

Short Communications

A unified criterion for the domain of attraction of extreme-value distributions

L. de Haan

Erasmus University, Rotterdam

Abstract: It is proved that the convergence of just two functionals of a distribution function (in fact moments of residual life times) is necessary and sufficient for the domain of attraction of extreme-value distributions. Sufficient conditions can be given in terms of just one functional of the distribution function.

Keywords: extreme-value distributions, domain of attraction, residual lifetime, regularly varying functions.

Received: 26.08.1993

 English version: Theory of Probability and its Applications, 1994, 39:2, 323–329

Bibliographic databases:

• 
• 
•