Rate-of-convergence in the multivariate max-stable limit theorem

DOI10.1016/S0167-7152(96)00063-6zbMath0882.60020OpenAlexW2088000398MaRDI QIDQ1359773

Makoto Maejima, Svetlozar T. Rachev

Publication date: 18 February 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00063-6

zbMATH Keywords

rate of convergenceprobability metricsmultivariate max-stable random vector

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Rates of convergence in multivariate extreme value theory
• On Pseudomoments
• Mass transhipment problems and ideal metrics

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