Abstract
There exist well-known necessary and sufficient conditions for a distribution function to belong to the domain of attraction of the double exponential distribution $\Lambda$. For practical purposes a simple sufficient condition due to von Mises is very useful. It is shown that each distribution function $F$ in the domain of attraction of $\Lambda$ is tail equivalent to some distribution function satisfying von Mises' condition.
Citation
A. A. Balkema. L. De Haan. "On R. Von Mises' Condition for the Domain of Attraction of $\exp(-e^{-x})^1$." Ann. Math. Statist. 43 (4) 1352 - 1354, August, 1972. https://doi.org/10.1214/aoms/1177692489
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