Some asymptotic stability properties of extreme order statistics under power normalization

Faculty Science Year: 2003
Type of Publication: Article Pages: 15-27
Authors:
BARAKAT, HM, NIGM, EM
Journal: KUWAIT JOURNAL OF SCIENCE \& ENGINEERING ACADEMIC PUBLICATION COUNCIL Volume: 30
Research Area: Science \& Technology - Other Topics ISSN ISI:000184112700002
Keywords : continuation of the convergence, P-max stable laws, power normalization, sample of random size, weak convergence    
Abstract:
In this paper the continuation of the restricted convergence of the power normalized extreme order statistics, on the half-line of real numbers to the whole-line, is proved under general conditions. Moreover, the continuation property of the power normalized extremes, with random sample indices, is proved in an important practical case.
    
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