Tail approximations to the density function in EVT (Q2463694)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail approximations to the density function in EVT |
scientific article |
Statements
Tail approximations to the density function in EVT (English)
0 references
16 December 2007
0 references
For a sequence of i.i.d. random variables which belongs to the domain of max-attraction of an extreme value distribution, the convergence of the PDF of the normalized maxima is investigated. Asymptotic expansions and the rate of convergence in a weighted sup-norm are derived under some second-order conditions.
0 references
extreme value distribution
0 references
differentiable domain of max-attraction
0 references
distributions of maxima
0 references
0 references
0 references
0 references
