Abstract
Rates of convergence are derived for the convergence in distribution of renormalised sample maxima to the appropriate extreme-value distribution. Related questions which are discussed include the estimation of the principal error term and the optimality of the renormalising constants. Throughout the paper a close parallel is drawn with the theory of slow variation with remainder. This theory is used in proving most of the results. Some applications are discussed, including some models of importance in reliability.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Reference23 articles.
1. Haan L. De (1970) On Regular Variation and its Application to the Weak Convergence of Sample Extremes. Mathematical Centre Tracts 32, Amsterdam.
2. Limiting forms of the frequency distribution of the largest or smallest member of a sample
3. The penultimate form of approximation to normal extremes
4. Super-slowly varying functions in extreme value theory;Anderson;J. R. Statist. Soc.,1978
Cited by
69 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献