Domains of attraction of asymptotic distributions of extreme generalized order statistics

被引:3
|
作者
Schmiedt, Anja B. [1 ]
机构
[1] Rhein Westfal TH Aachen, Inst Stat, Wullnerstr 3, D-52062 Aachen, Germany
关键词
Domain of attraction; Generalized order statistics; Ordinary order statistics; von Mises' conditions;
D O I
10.1080/03610926.2013.870206
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In extreme value theory for ordinary order statistics, there are many results that characterize the domains of attraction of the three extreme value distributions. In this article, we consider a subclass of generalized order statistics for which also three types of limit distributions occur. We characterize the domains of attraction of these limit distributions by means of necessary and/or sufficient conditions for an underlying distribution function to belong to the respective domain of attraction. Moreover, we compare the domains of attraction of the limit distributions for extreme generalized order statistics with the domains of attraction of the extreme value distributions.
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页码:2089 / 2104
页数:16
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