Abstract
Limit distributions of the maximum of independent copies of a transformation of a Gaussian random variable are studied. Sufficient and necessary conditions are found for the transformations belonging to Fréchet and Weibull maximum domains of attraction. Simple sufficient conditions are also given.
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Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 23, No. 1, pp. 207–215, 2020.
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Troshin, V.V. On the Maximum Domain of Attraction for Transformations of a Normal Random Variable. J Math Sci 262, 537–543 (2022). https://doi.org/10.1007/s10958-022-05834-8
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DOI: https://doi.org/10.1007/s10958-022-05834-8