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On the domain of attraction of exp(-exp(-x))

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  • Geluk, J. L.

Abstract

A characterization of the domain of attraction of A(x) for maxima is given in terms of conditional moments.

Suggested Citation

  • Geluk, J. L., 1996. "On the domain of attraction of exp(-exp(-x))," Statistics & Probability Letters, Elsevier, vol. 31(2), pages 91-95, December.
    • Handle: RePEc:eee:stapro:v:31:y:1996:i:2:p:91-95
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    References listed on IDEAS

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    1. Einmahl, J. H.J. & Dekkers, A. L.M. & de Haan, L., 1989. "A moment estimator for the index of an extreme-value distribution," Other publications TiSEM 81970cb3-5b7a-4cad-9bf6-2, Tilburg University, School of Economics and Management.
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    Cited by:

    1. Haas, Bénédicte & Rivero, Víctor, 2012. "Quasi-stationary distributions and Yaglom limits of self-similar Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 122(12), pages 4054-4095.

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