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May, 1984 Asymptotically Balanced Functions and Stochastic Compactness of Sample Extremes
L. De Haan, S. I. Resnick
Ann. Probab. 12(2): 588-608 (May, 1984). DOI: 10.1214/aop/1176993307


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.


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L. De Haan. S. I. Resnick. "Asymptotically Balanced Functions and Stochastic Compactness of Sample Extremes." Ann. Probab. 12 (2) 588 - 608, May, 1984.


Published: May, 1984
First available in Project Euclid: 19 April 2007

zbMATH: 0538.60025
MathSciNet: MR735855
Digital Object Identifier: 10.1214/aop/1176993307

Primary: 60F05
Secondary: 62G30

Keywords: sample extremes , stochastic compactness

Rights: Copyright © 1984 Institute of Mathematical Statistics

Vol.12 • No. 2 • May, 1984
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