scientific article

zbMath0652.62014MaRDI QIDQ3798031

Luísa Canto e Castro

Publication date: 1987

Full work available at URL: http://www.numdam.org/item?id=ASCFPA_1987__90_6_25_0

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zbMATH Keywords

normal distributionextreme-value theorygamma distributionsuniform rates of convergenceuniform upper and lower boundsdomain of attraction for maxima of the Gumbel law

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items

Extremal properties of the beta-normal distribution ⋮ Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization ⋮ Second-order expansions for maxima of dynamic bivariate normal copulas ⋮ Distributional expansions on extremes from skew-normal distribution under power normalization ⋮ Inference on factor structures in heterogeneous panels ⋮ Tail dependence functions of the bivariate Hüsler-Reiss model ⋮ Convergence Rate of Extremes for the General Error Distribution ⋮ Rates of convergence of lognormal extremes under power normalization

Cites Work

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• Penultimate limiting forms in extreme value theory
• Sur la distribution limite du terme maximum d'une série aléatoire
• The penultimate form of approximation to normal extremes
• Convergence rates for the ultimate and pentultimate approximations in extreme-value theory
• On the rate of convergence of normal extremes