Rates of uniform convergence of extreme order statistics

DOI10.1007/BF02482514zbMath0605.62045MaRDI QIDQ1083796

Michael Falk

Publication date: 1986

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

generalized Pareto distributionsextreme value distributionvariational distancesharp upper boundextreme order statisticrates of uniform convergencejoint distribution of extremesnormal extremes

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Related Items (11)

Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions ⋮ Comparison of location models of Weibull type samples and extreme value processes ⋮ A note on generalized Pareto distributions and the k upper extremes ⋮ General regular variation of \(n\)\,th order and the 2nd order Edgeworth expansion of the extreme value distribution. II ⋮ Rates of convergence of extreme for asymmetric normal distribution ⋮ Convergence rate of extremes from Maxwell sample ⋮ On rates of uniform convergence of lower extreme generalized order statistics ⋮ Convergence Rate of Extremes for the General Error Distribution ⋮ Convergence of distributions of extremal independent random variables ⋮ Efficiency of convex combinations of pickands estimator of the extreme value index ⋮ On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes

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