Which distributions in the max-domain of attraction satisfy von Mises representation or variation representation for a given auxiliary function?
摘要
In this paper we characterize the family of distributions F which are in the max-domain of attraction (MDA) of Gumbel, Fréchet, or Weibull extreme value distributions. The extreme value behavior of MDA distribution F can be analyzed in terms of two convenient representations: the von Mises representation (