𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the Rate of Convergence in Extreme Value Theory

✍ Scribed by Omey, E.; Rachev, S.

Book ID
118220740
Publisher
Society for Industrial and Applied Mathematics
Year
1989
Tongue
English
Weight
652 KB
Volume
33
Category
Article
ISSN
0040-585X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Almost Sure Convergence in Extreme Value
Almost Sure Convergence in Extreme Value Theory
✍ Shihong Cheng; Liang Peng; Yongcheng Qi πŸ“‚ Article πŸ“… 1998 πŸ› John Wiley and Sons 🌐 English βš– 263 KB

## Abstract Let __X__~1~, …, __X__~n~ be independent random variables with common distribution function __F.__ Define equation image and let __G__(__x__) be one of the extreme‐value distributions. Assume __F__ ∈ __D__(__G__), i.e., there exist __a__~n~> 0 and __b~n~__ ∈ ℝ such that equation imag

A characterization of the rate of conver
A characterization of the rate of convergence in bivariate extreme value models
✍ Michael Falk; Rolf Dieter Reiss πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 111 KB

It is well known that the rate of convergence of the extremes in an iid sample of univariate random variables is determined by the distance of the underlying distribution from a generalized Pareto distribution. We extend this result to higher dimensions.