On Standard Log-Fréchet and Log-log-Fréchet Laws
As the well known extreme value law, the Fréchet law, is the standard example of ‘‘heavy tail,’’ the log-Fréchet and the log-log-Fréchet laws are standard examples of ‘‘super heavy tails.’’ New characterizations of max-domains of attraction of standard log-Fréchet and log-log-Fréchet laws, based on integral representations, are obtained in this article. Several illustrations are discussed including an example involving the Tracy-Widom distribution.
Authors
- A. S. Praveena
- S. Ravi (ORCID: https://orcid.org/0000-0002-5315-8448)
Institutions
- University of Mysore (IN)
Publication Details
- Journal
- Mathematical Methods of Statistics
- Published
- 2025-03-01
- DOI
- https://doi.org/10.3103/s1066530724600295
- Primary Topic
- Random Matrices and Applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00