Rates of convergence for bivariate extremes

DOI10.1006/JMVA.1997.1669zbMath0880.62015OpenAlexW2006790585MaRDI QIDQ1361808

Laurens De Haan, Liang Peng

Publication date: 5 February 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1669

zbMATH Keywords

extremessecond order regular variation

Mathematics Subject Classification ID

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

Related Items (7)

Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays ⋮ Strong convergence of multivariate maxima ⋮ Closure properties of the second-order regular variation under convolutions ⋮ On Pickands coordinates in arbitrary dimensions ⋮ It was 30 years ago today when Laurens de Haan went the multivariate way ⋮ Second-order regular variation, convolution and the central limit theorem ⋮ A characterization of the rate of convergence in bivariate extreme value models

Cites Work

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• Rates of convergence in multivariate extreme value theory
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Approximation rates for multivariate exceedances
• Second-order regular variation and rates of convergence in extreme-value theory

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