Rate of Convergence for Sums and Maxima and Doubly Ideal Metrics
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1137055
Reference26 articles.
1. Estimates of the Distance between Sums of Independent Random Elements in Banach Spaces
2. Probability Theory
3. Estimates of the Rate of Convergence for Max-Stable Processes
4. Two-sided bounds on the rate of convergence to a stable law
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1. Remark on rates of convergence to extreme value distributions via the Stein equations;Extremes;2020-06-16
2. On stochastic recursive equations of sum and max type;Journal of Applied Probability;2006-09
3. Rate-of-convergence in the multivariate max-stable limit theorem;Statistics & Probability Letters;1997-03
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