Convergence to Fréchet distribution via Mallows distance

DOI10.1016/J.SPL.2020.108776zbMath1452.60032OpenAlexW3014641966MaRDI QIDQ2006722

S. Mousavinasr, C. R. Gonçalves, Chang Chung Yu Dorea

Publication date: 12 October 2020

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

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108776

zbMATH Keywords

Mallows distanceWasserstein distanceFréchet distributionextremes

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Convergence of probability measures (60B10)

Related Items (1)

Mallows Distance Convergence for Extremes: Regeneration Approach

Cites Work

• Unnamed Item
• Conditions for equivalence between Mallows distance and convergence to stable laws
• Central limit theorem and convergence to stable laws in Mallows distance
• Convergence to stable laws in Mallows distance for mixing sequences of random variables
• Some asymptotic theory for the bootstrap
• A Note on Asymptotic Joint Normality

This page was built for publication: Convergence to Fréchet distribution via Mallows distance