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On large deviations of extremes under power normalization

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  • Feng, Bo
  • Chen, Shouquan

Abstract

By using the theory of p-max stable laws, we study large deviations of the extremes under power normalization. The necessary and sufficient conditions for large deviations of each of the six p-max stable laws are derived.

Suggested Citation

  • Feng, Bo & Chen, Shouquan, 2015. "On large deviations of extremes under power normalization," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 27-35.
    • Handle: RePEc:eee:stapro:v:99:y:2015:i:c:p:27-35
    DOI: 10.1016/j.spl.2015.01.003
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    References listed on IDEAS

    as
    1. Drees, Holger & de Haan, Laurens & Li, Deyuan, 2003. "On large deviation for extremes," Statistics & Probability Letters, Elsevier, vol. 64(1), pages 51-62, August.
    2. Subramanya, U. R., 1994. "On max domains of attraction of univariate p-max stable laws," Statistics & Probability Letters, Elsevier, vol. 19(4), pages 271-279, March.
    3. Christoph, Gerd & Falk, Michael, 1996. "A note on domains of attraction of p-max stable laws," Statistics & Probability Letters, Elsevier, vol. 28(3), pages 279-284, July.
    4. H. Barakat & E. Nigm & Magdy El-Adll, 2010. "Comparison between the rates of convergence of extremes under linear and under power normalization," Statistical Papers, Springer, vol. 51(1), pages 149-164, January.
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