On large deviations of extremes under power normalization

By using the theory of p-max stable laws, we study large deviations of the extremes under power normalization. The necessary and sufficient conditions for large deviations of each of the six p-max stable laws are derived.

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Year of publication:	2015
Authors:	Feng, Bo ; Chen, Shouquan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 99.2015, C, p. 27-35
Publisher:	Elsevier
Subject:	P-max stable laws \| Extremes \| Large deviation \| Power normalization \| Second order condition

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011208334