Rates of convergence for densities in extreme value theory (Q1102646)
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scientific article; zbMATH DE number 4050739
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| English | Rates of convergence for densities in extreme value theory |
scientific article; zbMATH DE number 4050739 |
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Rates of convergence for densities in extreme value theory (English)
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1988
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The author studies uniform rates of convergence of the density of normalized partial maxima to the appropriate limit density. The results are formulated in the case when the limit distribution function is of the type \[ \Phi_{\alpha}(x)=\exp (-x^{-\alpha}),\quad x\geq 0,\quad \alpha \geq 0. \]
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local limit theorem
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extreme value theory
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uniform rates of convergence
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density of normalized partial maxima
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0.8558588624000549
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0.8557332158088684
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