De-Haan Type Conditions for Max Domains of Attraction


Xin Liao, Zuoxiang Pengy




Motivated by de Haan's pioneering work, this paper gives some general sufficient and necessary conditions that functions are regularly varying and $\Gamma^\circ$-varying, respectively. Specially, these criteria can be employed to determine whether a given distribution belongs to one of the max-domains of attractions of extreme value distributions.