De-Haan Type Conditions for Max Domains of Attraction

De-Haan Type Conditions for Max Domains of Attraction

Motivated by de Haan's pioneering work, this paper gives some general sufficient and necessary conditions that functions are regularly varying and Γ°-varying, respectively. Specially, these criteria can be employed to determine whether a given distribution belongs to one of the max-domains of a...

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Veröffentlicht in:Filomat 2016-01, Vol.30 (8), p.2207-2215
Hauptverfasser: Liao, Xin, Peng, Zuoxiang
Format: Artikel
Sprache:eng
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Zusammenfassung:Motivated by de Haan's pioneering work, this paper gives some general sufficient and necessary conditions that functions are regularly varying and Γ°-varying, respectively. Specially, these criteria can be employed to determine whether a given distribution belongs to one of the max-domains of attractions of extreme value distributions.
ISSN:0354-5180
2406-0933
DOI:10.2298/FIL1608207L