Rate-of-convergence in the multivariate max-stable limit theorem (Q1359773)

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Rate-of-convergence in the multivariate max-stable limit theorem
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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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