Second-order regular variation and rates of convergence in extreme-value theory
type: Item
instance of: scholarly article
title: Second-order regular variation and rates of convergence in extreme-value theory
zbMATH Open document ID: 0862.60039
published in: The Annals of Probability
publication date: 1997-05-25T00:00:00Z
review text: For the classical model of extreme value theory the first general estimate of speed of convergence appeared in a book of the reviewer [``The asymptotic theory of extreme order statistics'' (1978; Zbl 0381.62039), pp. 111-116]. These estimates induced considerable research in subsequent years, which results are collected and analyzed in the second edition of the cited book (1987; Zbl 0634.62044), pp. 134-149 and 152-153. The authors reobtain some of these results and obtain some abstract generalizations as well. Results from regular variation are utilized.
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 60B10
Mathematics Subject Classification ID: 60F99
Mathematics Subject Classification ID: 60G60
zbMATH DE Number: 926205
zbMATH Keywords: speed of approximation
zbMATH Keywords: extreme value theory
zbMATH Keywords: speed of convergence
author: Laurens De Haan
author: Sidney I. Resnick
reviewed by: Janos Galambos
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1042644709
OpenAlex ID: W2003143388
DOI: 10.1214/AOP/1042644709
description: scientific article; zbMATH DE number 926205