Rates of convergence for densities in extreme value theory
type: Item
instance of: scholarly article
title: Rates of convergence for densities in extreme value theory
zbMATH Open document ID: 0644.62015
author: B. George
published in: The Annals of Probability
publication date: 1988-01-01T00:00:00Z
review text: 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 \[ \Phi_{\alpha}(x)=\exp (-x^{-\alpha}),\quad x\geq 0,\quad \alpha \geq 0. \]
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60F99
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 4050739
zbMATH Keywords: local limit theorem
zbMATH Keywords: extreme value theory
zbMATH Keywords: uniform rates of convergence
zbMATH Keywords: density of normalized partial maxima
reviewed by: Wiesław Dziubdziela
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176991768
OpenAlex ID: W2073124710
DOI: 10.1214/AOP/1176991768
description: scientific article; zbMATH DE number 4050739