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

DOI10.1007/S10687-020-00380-5MaRDI QIDQ2198599zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 69440 (Why is no real title available?)
• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• An Introduction to Stein's Method
• Normal Approximation by Stein’s Method
• Rates of convergence for densities in extreme value theory
• Sur la distribution limite du terme maximum d'une série aléatoire
• Uniform rates of convergence in extreme-value theory

Cited in

(7)

• Rates of convergence in multivariate extreme value theory
• scientific article; zbMATH DE number 4100398 (Why is no real title available?)
• scientific article; zbMATH DE number 3878148 (Why is no real title available?)
• Rates of convergence for densities in extreme value theory
• scientific article; zbMATH DE number 4064244 (Why is no real title available?)
• Rates of convergence for extremes of geometric random variables and marked point processes
• scientific article; zbMATH DE number 4128229 (Why is no real title available?)

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