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CLC number: O211.4
On-line Access: 2024-08-27
Received: 2023-10-17
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A class of not max-stable extreme value distributions
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JIANG Yue-xiang. A class of not max-stable extreme value distributions[J]. Journal of Zhejiang University Science A, 2005, 6(4): 315-321.
@article{title="A class of not max-stable extreme value distributions",
author="JIANG Yue-xiang",
journal="Journal of Zhejiang University Science A",
volume="6",
number="4",
pages="315-321",
year="2005",
publisher="Zhejiang University Press & Springer",
doi="10.1631/jzus.2005.A0315"
}
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%I Zhejiang University Press & Springer
%DOI 10.1631/jzus.2005.A0315
TY - JOUR
T1 - A class of not max-stable extreme value distributions
A1 - JIANG Yue-xiang
J0 - Journal of Zhejiang University Science A
VL - 6
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SP - 315
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%@ 1673-565X
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PB - Zhejiang University Press & Springer
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DOI - 10.1631/jzus.2005.A0315
Abstract: The sequences {Zi,n, 1≤i≤n}, n≥1 have multi-nomial distribution among i.i.d. random variables {X1,i, i≥1}, {X2,i, i≥1}, ? {Xm,i, i≥1}. The extreme value distribution GZ(x) of this particular triangular array of i.i.d. random variables Z1,n, Z2,n, ..., Zn,n is discussed in this paper. We found a new type of not max-stable extreme value distributions, i) 
; ii) 
; iii) 
, r≥2, 0<α1≤α2≤…≤αr and λi∈(0,1] for i, 1≤i≤r-1 which occur if Fj, …, Fm belong to the same MDA.
[1] Jiang, Y.X., 2002. Mixed Extreme Value Distributions. Ph. D Thesis, Berne University, Switzerland.
[2] Jiang, Y.X., 2004a. Extreme value distributions of mixing two sequences with the same MDA. Journal of Zhejiang University SCIENCE, 5(3):335-334.
[3] Jiang, Y.X., 2004b. Extreme value distributions of mixing two sequences with the different MDA’s. Journal of Zhejiang University SCIENCE, 5(5):509-517.
[4] Resnick, S.I., 1987. Extreme Values, Regular Variation, and Point Processes. Springer-Verlag.
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