Second-order regular variation and rates of convergence in extreme-value theory

DOI10.1214/aop/1042644709zbMath0862.60039OpenAlexW2003143388MaRDI QIDQ1922069

Publication date: 25 May 1997

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1042644709

zbMATH Keywords

extreme value theory speed of convergence speed of approximation

Mathematics Subject Classification ID

Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Convergence of probability measures (60B10) Limit theorems in probability theory (60F99)

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