Edgeworth expansion of densities of order statistics with fixed rank
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Publication:1566037
DOI10.1007/s10114-002-0200-zzbMath1024.60025MaRDI QIDQ1566037
Publication date: 25 September 2003
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-002-0200-z
60G60: Random fields
60G70: Extreme value theory; extremal stochastic processes
60B10: Convergence of probability measures
60F99: Limit theorems in probability theory
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Cites Work
- Rate of convergence of intermediate order statistics
- Second-order regular variation and rates of convergence in extreme-value theory
- The rate of convergence in law of the maximum of an exponential sample
- A convergence rate in extreme-value theory
- The rate of convergence in distribution of the maxima
- On the rate of convergence of normal extremes
- Functional central limit theorems for processes with positive drift and their inverses
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