Advertisement

Domains of Attraction and Norming Constants

  • Sidney I. Resnick
Part of the Springer Series in Operations Research and Financial Engineering book series (ORFE)

Abstract

As in Chapter 0 suppose {X n , n ≥ 1} is an iid sequence of random variables with common distribution F(x). If G is an extreme value distribution then according to Proposition 0.3, G is of the for.

Keywords

Equivalence Class Norming Constant Auxiliary Function Regular Variation Moment Generate Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media New York 1987

Authors and Affiliations

  • Sidney I. Resnick
    • 1
  1. 1.School of Operations Research and Industrial EngineeringCornell UniversityIthacaUSA

Personalised recommendations