Conditions based on conditional moments for max-stable limit laws |
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| Authors: | Zuoxiang Peng Miaomiao Liu Saralees Nadarajah |
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| Affiliation: | (1) Department of Mathematics, Southwest Normal University, Chongqing, 400715, People’s Republic of China;(2) School of Mathematics, University of Manchester, Manchester, M60 1QD, UK |
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| Abstract: | Let X 1, X 2, ...X n be independent and identically distributed random variables with common distribution function F. Necessary and sufficient conditions for F to belong to the domains of attraction of Φ α and Ψ α are derived in terms of conditional moments. |
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| Keywords: | Conditional moments Domains of attraction Max stable limit laws |
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