Second-order regular variation and rates of convergence in extreme-value theory (Q1922069)
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English | Second-order regular variation and rates of convergence in extreme-value theory |
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Second-order regular variation and rates of convergence in extreme-value theory (English)
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25 May 1997
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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.
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speed of approximation
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extreme value theory
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speed of convergence
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