Mallows Distance Convergence for Extremes: Regeneration Approach

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Theory of Probability and its Applications Pub Date : 2022-11-07 DOI:10.1137/s0040585x97t991076

S. Mousavinasr, C. R. Gonçalves, C. C. Y. Dorea

引用次数: 0

Abstract

Theory of Probability &Its Applications, Volume 67, Issue 3, Page 478-484, November 2022.
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.

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极值的Mallows距离收敛:再生方法

概率论及其应用，67卷，第3期，第478-484页，2022年11月。我们探索了Mallows距离收敛来描述极值分布的吸引域。在温和的假设下，我们推导出必要条件和充分条件。除了i.i.d.案例，我们的结果也适用于再生过程。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Theory of Probability and its Applications 数学-统计学与概率论

CiteScore

1.00

自引率

16.70%

发文量

审稿时长

6 months

期刊介绍： Theory of Probability and Its Applications (TVP) accepts original articles and communications on the theory of probability, general problems of mathematical statistics, and applications of the theory of probability to natural science and technology. Articles of the latter type will be accepted only if the mathematical methods applied are essentially new.