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
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/}
}
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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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