Article ID Journal Published Year Pages File Type
1154478 Statistics & Probability Letters 2015 9 Pages PDF
Abstract

By using the theory of pp-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 pp-max stable laws are derived.

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Physical Sciences and Engineering Mathematics Statistics and Probability
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On large deviations of extremes under power normalization
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