Attainable rates of convergence of maxima

DOI10.1016/0167-7152(84)90019-1zbMath0549.62017OpenAlexW2041920159MaRDI QIDQ800059

Holger Rootzén

Publication date: 1984

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(84)90019-1

zbMATH Keywords

extreme value distributionexponential rate of convergencemaxima of i.i.d. random variables

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (1)

Von Mises conditions, \(\delta\)-neighborhoods and rates of convergence for maxima

Cites Work

• Extremes and related properties of random sequences and processes
• The rate of convergence in distribution of the maxima
• On the Accuracy of Gaussian Approximation to the Distribution Functions of Sums of Independent Variables

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