Asymptotically Balanced Functions and Stochastic Compactness of Sample Extremes
Haan, L. De ; Resnick, S. I.
Ann. Probab., Tome 12 (1984) no. 4, p. 588-608 / Harvested from Project Euclid
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Necessary and sufficient conditions are given under which all partial limit distributions for properly normalized sample extremes of i.i.d. random variables are proper and nondegenerate. In the process we study a new type of extended regular variation called asymptotic balance that should be useful in other contexts as well.
Publié le : 1984-05-14
Classification:  Stochastic compactness,  sample extremes,  60F05,  62G30 
@article{1176993307,
     author = {Haan, L. De and Resnick, S. I.},
     title = {Asymptotically Balanced Functions and Stochastic Compactness of Sample Extremes},
     journal = {Ann. Probab.},
     volume = {12},
     number = {4},
     year = {1984},
     pages = { 588-608},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993307}
}

Haan, L. De; Resnick, S. I. Asymptotically Balanced Functions and Stochastic Compactness of Sample Extremes. Ann. Probab., Tome 12 (1984) no. 4, pp.  588-608. http://gdmltest.u-ga.fr/item/1176993307/