Domains of attraction of asymptotic distributions of extreme generalized order statistics. (English) Zbl 1339.60063
Summary: 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.
MSC:
| 60G70 | Extreme value theory; extremal stochastic processes |
| 62G30 | Order statistics; empirical distribution functions |
| 62G32 | Statistics of extreme values; tail inference |
| 62E20 | Asymptotic distribution theory in statistics |
Keywords:
extreme value theory; generalized order statistics; domains of attraction; ordinary order statistics; von Mises’ conditionsReferences:
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