Tauberian Theorems and Limit Distributions for Upper Order Statistics
Publications de l'Institut Mathématique, _N_S_71 (2002) no. 85, p. 41
Cet article a éte moissonné depuis 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
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 },
year = {2002},
volume = {_N_S_71},
number = {85},
doi = {10.2298/PIM0271041L},
zbl = {1033.40002},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.2298/PIM0271041L/}
}
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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
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