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The convergence rate for the normal approximation of extreme sums

✍ Scribed by Shihong Cheng; Yongcheng Qi

Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 338 KB
Volume: 71
Category: Article
ISSN: 0362-546X
DOI: 10.1016/j.na.2009.01.113

No coin nor oath required. For personal study only.

✦ Synopsis

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.

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