Remark on rates of convergence to extreme value distributions via the Stein equations (Q2198599)

The authors obtain the uniform rates of convergence of the normalized partial maxima of independent and identically distributed random variables to a random variable having one of the Fréchet, the Weibull or the Gumbel law, with respect to the Kolmogorov distance using the Stein equations and integration-by-parts formulae. Examples are given for the uniform rates in each of the three cases.