Tauberian Theorems and Limit Distributions for Upper Order Statistics
Publications de l'Institut Mathématique, _N_S_71 (2002) no. 85, p. 41 .

Voir la notice de l'article provenant de la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

Starting with the Tauberian theorems of Karamata for regular variation we prove a slight extension of a Tauberian theorem by Trautner and the second author and use this to characterize limit relations for upper order statistics if we are in the domain of attraction of a max-stable distribution. Furthermore, we discuss the speed of convergence therein.
DOI : 10.2298/PIM0271041L
Classification : 44A05 60F99 60G70
Keywords: integral transforms, regular variation
@article{10_2298_PIM0271041L,
     author = {H. Lanzinger and U. Stadtmuller},
     title = {Tauberian {Theorems} and {Limit} {Distributions} for {Upper} {Order} {Statistics}},
     journal = {Publications de l'Institut Math\'ematique},
     pages = {41 },
     publisher = {mathdoc},
     volume = {_N_S_71},
     number = {85},
     year = {2002},
     doi = {10.2298/PIM0271041L},
     zbl = {1033.40002},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/PIM0271041L/}
}
TY  - JOUR
AU  - H. Lanzinger
AU  - U. Stadtmuller
TI  - Tauberian Theorems and Limit Distributions for Upper Order Statistics
JO  - Publications de l'Institut Mathématique
PY  - 2002
SP  - 41 
VL  - _N_S_71
IS  - 85
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.2298/PIM0271041L/
DO  - 10.2298/PIM0271041L
LA  - en
ID  - 10_2298_PIM0271041L
ER  - 
%0 Journal Article
%A H. Lanzinger
%A U. Stadtmuller
%T Tauberian Theorems and Limit Distributions for Upper Order Statistics
%J Publications de l'Institut Mathématique
%D 2002
%P 41 
%V _N_S_71
%N 85
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.2298/PIM0271041L/
%R 10.2298/PIM0271041L
%G en
%F 10_2298_PIM0271041L
H. Lanzinger; U. Stadtmuller. Tauberian Theorems and Limit Distributions for Upper Order Statistics. Publications de l'Institut Mathématique, _N_S_71 (2002) no. 85, p. 41 . doi : 10.2298/PIM0271041L. http://geodesic.mathdoc.fr/articles/10.2298/PIM0271041L/

Cité par Sources :