On the rate of convergence of the sum of the sample extremes

DOI10.1007/BF00342230zbMath0658.62018OpenAlexW2088035362MaRDI QIDQ1111269

Joop Mijnheer

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00342230

zbMATH Keywords

order statisticsdomain of normal attractionstable limit lawcompletely asymmetric stable law

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items (1)

On the rate of convergence of sums of extremes to a stable law

Cites Work

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• What portion of the sample makes a partial sum asymptotically stable or normal?
• The Extreme Terms of a Sample and Their Role in the Sum of Independent Variables
• On the Extreme Terms of a Sample From the Domain of Attraction of a Stable Law
• The Influence of the Maximum Term in the Addition of Independent Random Variables

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