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

DOI10.1007/S10687-020-00380-5zbMATH Open1467.60038OpenAlexW3035956792MaRDI QIDQ2198599FDOQ2198599

Authors: Hideaki Kusumoto, Atsushi Takeuchi 

Publication date: 10 September 2020

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-020-00380-5

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zbMATH Keywords

Kolmogorov distanceextreme value distributionsStein equationsuniform convergence ratesintegration-by-parts formula

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05) Limit theorems in probability theory (60F99)

Cites Work

• Sur la distribution limite du terme maximum d'une série aléatoire
• Normal Approximation by Stein’s Method
• Title not available (Why is that?)
• Rates of convergence for densities in extreme value theory
• Uniform rates of convergence in extreme-value theory
• An Introduction to Stein's Method
• Title not available (Why is that?)

Cited In (6)

• Rates of convergence for densities in extreme value theory
• Rates of convergence in multivariate extreme value theory
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

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