Second-order regular variation and rates of convergence in extreme-value theory (Q1922069)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Second-order regular variation and rates of convergence in extreme-value theory
scientific article

    Statements

    Second-order regular variation and rates of convergence in extreme-value theory (English)
    0 references
    25 May 1997
    0 references
    For the classical model of extreme value theory the first general estimate of speed of convergence appeared in a book of the reviewer [``The asymptotic theory of extreme order statistics'' (1978; Zbl 0381.62039), pp. 111-116]. These estimates induced considerable research in subsequent years, which results are collected and analyzed in the second edition of the cited book (1987; Zbl 0634.62044), pp. 134-149 and 152-153. The authors reobtain some of these results and obtain some abstract generalizations as well. Results from regular variation are utilized.
    0 references
    speed of approximation
    0 references
    extreme value theory
    0 references
    speed of convergence
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references