Rate-of-convergence in the multivariate max-stable limit theorem (Q1359773)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate-of-convergence in the multivariate max-stable limit theorem |
scientific article |
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Rate-of-convergence in the multivariate max-stable limit theorem (English)
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18 February 1998
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Let \(X,X_1,X_2,\dots\) be i.i.d. random vectors in \(R^d\) with a measure \(\nu\) and suppose \[ n^{-B}\bigvee^n_{i=1}X_i@>w>>\theta,\tag{1} \] where \(\theta\) is a multivariate max-stable random vector with exponent \(B\). The authors are interested in those limit theorems which guarantee (1) with a certain rate-of-convergence in terms of various probability metrics.
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multivariate max-stable random vector
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rate of convergence
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probability metrics
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