On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem

DOI10.1137/S0040585X97T990745zbMath1491.60031OpenAlexW4229006692WikidataQ113778974 ScholiaQ113778974MaRDI QIDQ5074420

Yu. A. Scherbakova, Vladimir I. Piterbarg

Publication date: 9 May 2022

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t990745

zbMATH Keywords

convergence ratecorrection termaccompanying lawGnedenko-Fisher-Tippet theorem

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05)

Cites Work

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