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On the rate of convergence of the sum of the sample extremes

โœ Scribed by Joop Mijnheer

Publisher
Springer
Year
1988
Tongue
English
Weight
322 KB
Volume
79
Category
Article
ISSN
1432-2064

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๐Ÿ“œ SIMILAR VOLUMES

The convergence rate for the normal appr
The convergence rate for the normal approximation of extreme sums
โœ Shihong Cheng; Yongcheng Qi ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 338 KB

This paper derives the normal convergence rate for sums of extreme values. The exact rates are obtained under some regularity and smoothing conditions on the tail of the distribution of the sample.