Rates of convergence for densities in extreme value theory
The author studies uniform rates of convergence of the density of normalized partial maxima to the appropriate limit density. The results are formulated in the case when the limit distribution function is of the type \[ \Phi_{\alpha}(x)=\exp (-x^{-\alpha}),\quad x\geq 0,\quad \alpha \geq 0. \]
scientific article; zbMATH DE number 4050739