Author:
Kusumoto Hideaki,Takeuchi Atsushi
Funder
the ISM Cooperative Research Program
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
Reference8 articles.
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1311.3896
(2013)
3. Chen, L.H.Y., Goldstein, L., Shao, Q.M.: Normal Approximation by Stein’s Method. Springer, Berlin (2011). ISBN: 9783642150067
4. Gnedenko, B.V.: Sur la distribution limite du terme maximum d’une série aléatoire. Annals of Mathematics 44, 423–453 (1943).
https://doi.org/10.2307/1968974
5. de Haan, L.: On regular variation and its applications to the weak convergence of sample extremes. Mathematical Centre Tracts 32 (1970)
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