Remark on rates of convergence to extreme value distributions via the Stein equations

DOI10.1007/s10687-020-00380-5zbMath1467.60038OpenAlexW3035956792MaRDI QIDQ2198599

Atsushi Takeuchi, Hideaki Kusumoto

Publication date: 10 September 2020

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-020-00380-5

zbMATH Keywords

extreme value distributionsKolmogorov distanceStein equationsuniform convergence ratesintegration-by-parts formula

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Limit theorems in probability theory (60F99)

Cites Work

• Rates of convergence for densities in extreme value theory
• Sur la distribution limite du terme maximum d'une série aléatoire
• Normal Approximation by Stein’s Method
• Uniform rates of convergence in extreme-value theory
• An Introduction to Stein's Method
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