CONVERGENCE RATES FOR THE MOMENTS OF EXTREMES

DOI10.4134/BKMS.2012.49.3.495zbMath1275.62049OpenAlexW1997008837MaRDI QIDQ2890343

Saralees Nadarajah, Zuo Xiang Peng

Publication date: 8 June 2012

Published in: Bulletin of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4134/bkms.2012.49.3.495

zbMATH Keywords

extreme value distributionsdomain of attractionmaximumsecond order regular variationsecond order von Mises condition

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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