Mallows distance convergence for extremes: regeneration approach
Teoriâ veroâtnostej i ee primeneniâ, Tome 67 (2022) no. 3, pp. 597-606
Voir la notice de l'article provenant de la source Math-Net.Ru
We explore the Mallows distance convergence to characterize the domain of
attraction for extreme value distributions. Under mild assumptions we derive the
necessary and sufficient conditions. In addition to the i.i.d. case, our
results apply to regenerative processes.
Keywords:
Mallows distance, extreme distributions, regenerative processes.
@article{TVP_2022_67_3_a10,
author = {S. Mousavinasr and C. R. Gon\c{c}alves and C. C. Y. Dorea},
title = {Mallows distance convergence for extremes: regeneration approach},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {597--606},
publisher = {mathdoc},
volume = {67},
number = {3},
year = {2022},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2022_67_3_a10/}
}
TY - JOUR AU - S. Mousavinasr AU - C. R. Gonçalves AU - C. C. Y. Dorea TI - Mallows distance convergence for extremes: regeneration approach JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2022 SP - 597 EP - 606 VL - 67 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2022_67_3_a10/ LA - ru ID - TVP_2022_67_3_a10 ER -
%0 Journal Article %A S. Mousavinasr %A C. R. Gonçalves %A C. C. Y. Dorea %T Mallows distance convergence for extremes: regeneration approach %J Teoriâ veroâtnostej i ee primeneniâ %D 2022 %P 597-606 %V 67 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2022_67_3_a10/ %G ru %F TVP_2022_67_3_a10
S. Mousavinasr; C. R. Gonçalves; C. C. Y. Dorea. Mallows distance convergence for extremes: regeneration approach. Teoriâ veroâtnostej i ee primeneniâ, Tome 67 (2022) no. 3, pp. 597-606. http://geodesic.mathdoc.fr/item/TVP_2022_67_3_a10/