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Rate-of-convergence in the multivariate max-stable limit theorem

✍ Scribed by Makoto Maejima; Svetlozar T. Rachev

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 293 KB
Volume: 32
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(96)00063-6

No coin nor oath required. For personal study only.

✦ Synopsis

We study the rate-of-convergence in the multivariate max-stable limit theorem in terms of various probability metrics.

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