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Refinement of Convergence Rates for Tail Probabilities

✍ Scribed by Deli Li; Aurel Spătaru


Publisher
Springer US
Year
2005
Tongue
English
Weight
142 KB
Volume
18
Category
Article
ISSN
0894-9840

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Best Attainable Rates of Convergence for
✍ Holger Drees; Xin Huang 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 478 KB

It is well known that a bivariate distribution belongs to the domain of attraction of an extreme value distribution G if and only if the marginals belong to the domain of attraction of the univariate marginal extreme value distributions and the dependence function converges to the stable tail depend