Improved convergence rates of normal extremes

DOI10.1007/978-3-031-22687-8_21MaRDI QIDQ6606420

Han Xiao, Yi-jun Zhu

Publication date: 16 September 2024

zbMATH Keywords

rate of convergencenormal distributionextreme value theoryGumbel distribution

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Multivariate analysis (62Hxx)

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