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Teoriya Veroyatnostei i ee Primeneniya, 1994, Volume 39, Issue 2, Pages 415–422 (Mi tvp3810)  
This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

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

L. de Haan

Erasmus University, Rotterdam
Full-text PDF (394 kB) Citations (1)
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, Volume 39, Issue 2, Pages 323–329
DOI: https://doi.org/10.1137/1139021
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: L. de Haan, “A unified criterion for the domain of attraction of extreme-value distributions”, Teor. Veroyatnost. i Primenen., 39:2 (1994), 415–422; Theory Probab. Appl., 39:2 (1994), 323–329
Citation in format AMSBIB
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\paper A unified criterion for the domain of attraction of extreme-value distributions
\jour Teor. Veroyatnost. i Primenen.
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\vol 39
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\pages 415--422
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\transl
\jour Theory Probab. Appl.
\yr 1994
\vol 39
\issue 2
\pages 323--329
\crossref{https://doi.org/10.1137/1139021}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1995RW81500010}
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  • https://www.mathnet.ru/eng/tvp/v39/i2/p415
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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