A convergence rate in extreme-value theory-Reference-Cited by-同舟云学术

A convergence rate in extreme-value theory

Published:1990-09 Issue:3 Volume:27 Page:577-585
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Balkema A. A.,De Haan L.

Abstract

A uniform convergence rate is determined for maxima of i.i.d. random variables from a distribution in the domain of attraction of the double-exponential distribution. The result is proved under a second-order condition on the underlying distribution parallelling the one given in Smith (1982) for the domain of attraction of the bounded-below and bounded-above families of limit distributions.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference7 articles.

1. Convergence rates for the ultimate and pentultimate approximations in extreme-value theory

2. ?-variation with remainder;Omey;J. London Math. Soc.,1987

3. Rapid variation with remainder and rates of convergence

4. On the rate of convergence of normal extremes

5. On the Estimation of the Extreme-Value Index and Large Quantile Estimation

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