Convergence rate of extremes from Maxwell sample
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis
Link
http://link.springer.com/content/pdf/10.1186/1029-242X-2013-477.pdf
Reference12 articles.
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2. Balkema AA, de Haan L: A convergence rate in extreme-value theory. J. Appl. Probab. 1990, 27: 577–585. 10.2307/3214542
3. de Haan L, Resnick SI: Second order regular variation and rates of convergence in extreme value theory. Ann. Probab. 1996, 24: 97–124.
4. Cheng S, Jiang C: The Edgeworth expansion for distributions of extreme values. Sci. China Ser. A 2001, 4: 427–437.
5. Hall WJ, Wellner JA: The rate of convergence in law of the maximum of an exponential sample. Stat. Neerl. 1979, 33: 151–154. 10.1111/j.1467-9574.1979.tb00671.x
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