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On The Intersection Of Max Domains Of Attraction Of p-Max Stable Laws and the Class of Subexponential Distributions

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  • S. Ravi
  • A. S. Praveena

Abstract

Subexponential distributions are important in queueing, renewal theory, and extreme value theory as well as in other areas of applied probability. In this article, we study sufficient conditions for a distribution function to belong to both the subexponential class and the max domain of attraction of p-max stable laws. Several examples are given.

Suggested Citation

  • S. Ravi & A. S. Praveena, 2015. "On The Intersection Of Max Domains Of Attraction Of p-Max Stable Laws and the Class of Subexponential Distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(1), pages 115-124, January.
    • Handle: RePEc:taf:lstaxx:v:44:y:2015:i:1:p:115-124
    DOI: 10.1080/03610926.2012.733475
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    Cited by:

    1. A. S. Praveena & S. Ravi, 2023. "On the Exponential Max-Domain of Attraction of the Standard Log-Fréchet Distribution and Subexponentiality," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(2), pages 1607-1622, August.

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