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Teoriya Veroyatnostei i ee Primeneniya, 2022, Volume 67, Issue 3, Pages 597–606
DOI: https://doi.org/10.4213/tvp5490 (Mi tvp5490) 		 
Short Communications

Mallows distance convergence for extremes: regeneration approach

S. Mousavinasra, C. R. Gonçalvesb, C. C. Y. Doreab

a Universidade Federal do Amazonas, Brazil
b Universidade de Brasília, Brazil
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DOI: https://doi.org/10.4213/tvp5490
Abstract: We explore the Mallows distance convergence to characterize the domain of attraction for extreme value distributions. Under mild assumptions we derive the necessary and sufficient conditions. In addition to the i.i.d. case, our results apply to regenerative processes.
Keywords: Mallows distance, extreme distributions, regenerative processes.
Funding agency Grant number
National Council for Scientific and Technological Development (CNPq) 307790/2015-0
Coordenaҫão de Aperfeiҫoamento de Pessoal de Nível Superior 23038.002893/2018-33
This work was partially supported by CNPq (grant 307790/2015-0) and CAPES (grant 23038.002893/2018-33).
Received: 18.03.2021
Revised: 14.10.2021
Accepted: 15.10.2021
English version:
Theory of Probability and its Applications, 2022, Volume 67, Issue 3, Pages 478–484
DOI: https://doi.org/10.1137/S0040585X97T991076
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. Mousavinasr, C. R. Gonçalves, C. C. Y. Dorea, “Mallows distance convergence for extremes: regeneration approach”, Teor. Veroyatnost. i Primenen., 67:3 (2022), 597–606; Theory Probab. Appl., 67:3 (2022), 478–484
Citation in format AMSBIB
\Bibitem{MouGonDor22}
\by S.~Mousavinasr, C.~R.~Gon{\c c}alves, C.~C.~Y.~Dorea
\paper Mallows distance convergence for extremes: regeneration approach
\jour Teor. Veroyatnost. i Primenen.
\yr 2022
\vol 67
\issue 3
\pages 597--606
\mathnet{http://mi.mathnet.ru/tvp5490}
\crossref{https://doi.org/10.4213/tvp5490}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4506226}
\transl
\jour Theory Probab. Appl.
\yr 2022
\vol 67
\issue 3
\pages 478--484
\crossref{https://doi.org/10.1137/S0040585X97T991076}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85151960778}
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  • https://www.mathnet.ru/eng/tvp/v67/i3/p597
    • Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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