Rates of convergence of extreme for general error distribution under power normalization

DOI10.1016/j.spl.2011.10.019zbMath1250.60024MaRDI QIDQ419250

Shouquan Chen, Geng Zhang, Chao Wang

Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.10.019

zbMATH Keywords

maximum; uniform convergence rate; general error distribution; \(p\)-max stable laws

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

60F15: Strong limit theorems

Related Items

Rates of convergence of lognormal extremes under power normalization, Rates of convergence of extreme for STSD under power normalization, Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization, Distributional expansions on extremes from skew-normal distribution under power normalization, Group sparse recovery in impulsive noise via alternating direction method of multipliers, Rates of convergence of extremes from skew-normal samples

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