Von Mises conditions, \(\delta\)-neighborhoods and rates of convergence for maxima

DOI10.1016/0167-7152(94)00206-NzbMath0840.60050OpenAlexW2056995219MaRDI QIDQ1907890

Edgar Kaufmann

Publication date: 18 June 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00206-n

zbMATH Keywords

rates of convergenceextreme value theorygeneralized Pareto distributionsvon Mises conditionsdelta-neighborhood

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Extreme value theory; extremal stochastic processes (60G70)

Related Items (5)

Rates of convergence of extreme for asymmetric normal distribution ⋮ On Pickands coordinates in arbitrary dimensions ⋮ On von Mises type conditions for \(p\)-max stable laws, rates of convergence and generalized log Pareto distributions ⋮ Convergence Rate of Extremes for the General Error Distribution ⋮ A characterization of the rate of convergence in bivariate extreme value models

Cites Work

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• Von Mises conditions revisited
• Attainable rates of convergence of maxima
• A note on generalized Pareto distributions and the k upper extremes
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Uniform rates of convergence in extreme-value theory
• Poisson approximation of intermediate empirical processes
• Asymptotic inference about a density function at an end of its range

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