Rapid variation with remainder and rates of convergence

DOI10.2307/1427562MaRDI QIDQ3201154zbMATH OpenOpenAlexFDO

Authors

Publication date 1990

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/253d32d788325409951bd74716a27f9466bd14cb

zbMATH Keywords

weak convergencerates of convergence

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Limit theorems in probability theory (60F99) Distribution theory (60E99)

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Cited in

(3)

• The mean residual life function at great age: Applications to tail estimation
• Rate of convergence for the generalized Pareto approximation of the excesses
• Rapid variability and Karamata’s integral theorem

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