Rates of convergence for bivariate extremes

DOI10.1006/JMVA.1997.1669zbMATH Open0880.62015OpenAlexW2006790585MaRDI QIDQ1361808FDOQ1361808

Laurens De Haan, Liang Peng

Publication date: 5 February 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1669

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zbMATH Keywords

extremessecond order regular variation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Cites Work

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• Rates of convergence in multivariate extreme value theory
• Second-order regular variation and rates of convergence in extreme-value theory
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Approximation rates for multivariate exceedances

Cited In (16)

• Bivariate CDF iterations and asymptotic independence
• Title not available (Why is that?)
• Approximations for bivariate extreme values
• Rates of convergence in multivariate extreme value theory
• It was 30 years ago today when Laurens de Haan went the multivariate way
• Strong convergence of multivariate maxima
• Closure properties of the second-order regular variation under convolutions
• A characterization of the rate of convergence in bivariate extreme value models
• Second-order regular variation and rates of convergence in extreme-value theory
• Rates of convergence of extremes for mixed exponential distributions
• A note on the convergence of trivariate extreme order statistics and extension
• Title not available (Why is that?)
• On Pickands coordinates in arbitrary dimensions
• Title not available (Why is that?)
• Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays
• Second-order regular variation, convolution and the central limit theorem

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