Convergence rate for density of maximum of independent random variables

DOI10.1007/BF02465882zbMath0892.60037OpenAlexW2092361707MaRDI QIDQ1382861

A. Aksomaitis, A. Jokimaitis

Publication date: 26 March 1998

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02465882

zbMATH Keywords

locally uniform convergencenondegenerate distribution function

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

• On domains of uniform local attraction in extreme value theory
• The continuous and differentiable domains of attraction of the extreme value distributions
• Rates of convergence for densities in extreme value theory
• Local limit theorems for sample extremes
• Sur la distribution limite du terme maximum d'une série aléatoire
• Sample Sequences of Maxima
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