A convergence rate in extreme-value theory

DOI10.2307/3214542zbMath0723.60056OpenAlexW2321923279MaRDI QIDQ3210640

August A. Balkema, Laurens De Haan

Publication date: 1990

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214542

zbMATH Keywords

rate of convergenceextreme-value distributionsdomain of attraction of the double-exponential distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (9)

Approximate moments of extremes ⋮ The extended gamma class and applications ⋮ Simultaneous confidence bands for Yule-Walker estimators and order selection ⋮ Comparison between the rates of convergence of extremes under linear and under power normalization ⋮ Rates of convergence in multivariate extreme value theory ⋮ Convergence rate of extremes from Maxwell sample ⋮ Convergence Rate of Extremes for the General Error Distribution ⋮ Rate of convergence for the generalized Pareto approximation of the excesses ⋮ Edgeworth expansion of densities of order statistics with fixed rank

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