On the rate of convergence of sums of extremes to a stable law
From MaRDI portal
Publication:1824272
DOI10.1007/BF01474645zbMath0682.60015MaRDI QIDQ1824272
David M. Mason, Arnold Janssen
Publication date: 1990
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
60F05: Central limit and other weak theorems
Related Items
Some remarks on the rate of convergence to stable laws, Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes, An approximation to infinitely divisible laws
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Accuracy of approximation of sums of independent random variables by a stable distribution
- What portion of the sample makes a partial sum asymptotically stable or normal?
- Normal and stable convergence of integral functions of the empirical distribution function
- On the rate of convergence to a stable limit law. II
- A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
- On the rate of convergence of the sum of the sample extremes
- Convergence rate in integral limit theorem with stable limit law
- On some expansions of stable distribution functions
- On distribution functions with a limiting stable distribution function
- Probability Inequalities for the Sum of Independent Random Variables
- Notes on Extreme and Self-Normalised Sums from the Domain of Attraction of a Stable Law
- [https://portal.mardi4nfdi.de/wiki/Publication:3896292 �ber notwendige und hinreichende Bedingungen f�r Konvergenzgeschwindigkeitsaussagen im Falle einer stabilen Grenzverteilung]
- Two-sided bounds on the rate of convergence to a stable law
- On the Estimation of the Rate of Convergence in a Limit Theorem with a Stable Limit Law
- Absolute Estimates of the Rate of Convergence to Stable Laws
- On the Rate of Convergence to a Stable Law
