Abstract
In this note, we discuss two aspects of convergence of extremes under power normalization: convergence of moments and convergence of densities. The moments convergence is established for four p-max-stable laws according to conditions imposed on the considered distributions or on the parameter of the p-max-stable laws. For densities convergence, local uniform convergence of the densities is shown to coincide with some von Mises conditions.
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Peng, Z., Shuai, Y. & Nadarajah, S. On convergence of extremes under power normalization. Extremes 16, 285–301 (2013). https://doi.org/10.1007/s10687-012-0161-2
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DOI: https://doi.org/10.1007/s10687-012-0161-2