On the Rate of Convergence of STSD Extremes
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610921003695726
Reference14 articles.
1. The Edgeworth expansion for distributions of extreme values
2. Modelling Extremal Events
3. Laws of Small Numbers: Extremes and Rare Events
4. Extreme Value Theory
5. Second-order regular variation and rates of convergence in extreme-value theory
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