Geodesic
A unified criterion for the domain of attraction of extreme-value distributions
Teoriâ veroâtnostej i ee primeneniâ, Tome 39 (1994) no. 2, pp. 415-422

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It is proved that the convergence of just two functionals of a distribution function (in fact moments of residual life times) is necessary and sufficient for the domain of attraction of extreme-value distributions. Sufficient conditions can be given in terms of just one functional of the distribution function.
Keywords: extreme-value distributions, residual lifetime, regularly varying functions.
Mots-clés : domain of attraction 
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     author = {L. de Haan},
     title = {A unified criterion for the domain of attraction of extreme-value distributions},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {415--422},
     publisher = {mathdoc},
     volume = {39},
     number = {2},
     year = {1994},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1994_39_2_a10/}
}
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L. de Haan. A unified criterion for the domain of attraction of extreme-value distributions. Teoriâ veroâtnostej i ee primeneniâ, Tome 39 (1994) no. 2, pp. 415-422. http://geodesic.mathdoc.fr/item/TVP_1994_39_2_a10/