On maximum domain of attraction for transformations of normal random variable
Fundamentalʹnaâ i prikladnaâ matematika, Tome 23 (2020) no. 1, pp. 207-215
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Limit distributions of the maximum of independent copies of a transformation of a Gaussian random variable are studied. Sufficient and necessary conditions are found for the transformations belonging to Fréchet and Weibull maximum domains of attraction. Simple sufficient conditions are also given.
@article{FPM_2020_23_1_a11,
author = {V. V. Troshin},
title = {On maximum domain of attraction for transformations of normal random variable},
journal = {Fundamentalʹna\^a i prikladna\^a matematika},
pages = {207--215},
publisher = {mathdoc},
volume = {23},
number = {1},
year = {2020},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/FPM_2020_23_1_a11/}
}
TY - JOUR AU - V. V. Troshin TI - On maximum domain of attraction for transformations of normal random variable JO - Fundamentalʹnaâ i prikladnaâ matematika PY - 2020 SP - 207 EP - 215 VL - 23 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/FPM_2020_23_1_a11/ LA - ru ID - FPM_2020_23_1_a11 ER -
V. V. Troshin. On maximum domain of attraction for transformations of normal random variable. Fundamentalʹnaâ i prikladnaâ matematika, Tome 23 (2020) no. 1, pp. 207-215. http://geodesic.mathdoc.fr/item/FPM_2020_23_1_a11/