The rate of convergence in law of the maximum of an exponential sample

DOI10.1111/J.1467-9574.1979.TB00671.XMaRDI QIDQ3207891zbMATH OpenOpenAlexFDO

Authors W. J. Hall, Jon A. Wellner

Publication date 1979

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1979.tb00671.x

zbMATH Keywords

convergence in lawextreme value distributionexponential sampledouble exponentiallargest order statisticuniform rate of convergence

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• On probability properties of measures of random sets and the asymptotic behavior of empirical distribution functions
• Rational Approximation to e -x . II

Cited in

(22)

• Convergence rate of extremes for the general error distribution
• When does the mean excess plot look linear?
• Rates of convergence in multivariate extreme value theory
• Bounding distributional errors via density ratios
• Estimation of a monotone mean residual life.
• Speed of convergence for laws of rare events and escape rates
• On accompanying measures and asymptotic expansions in the B. V. Gnedenko limit theorem
• Improved convergence rates of normal extremes
• Convergence rates of limit distribution of maxima of lognormal samples
• Edgeworth expansion of densities of order statistics with fixed rank
• Approxmating the distribution of the maximum of a dependent stationary sequence based on estimatimates from a genrating function
• Estimation of a \(k\)-monotone density: characterizations, consistency and minimax lower bounds
• Rates of uniform convergence of extreme order statistics
• On the rate of convergence of STSD extremes
• Rates of convergence of extreme for asymmetric normal distribution
• Expansions on extremes from logarithmic general error distribution under power normalization
• Speed of convergence to an extreme value distribution for non-uniformly hyperbolic dynamical systems
• General regular variation of \(n\)\,th order and the 2nd order Edgeworth expansion of the extreme value distribution. II
• Convergence rate of extremes from Maxwell sample
• Consistent estimation of distributions with type II bias with applications in competing risks problems.
• Rates of convergence of extremes for mixed exponential distributions
• The Edgeworth expansion for distributions of extreme values

This page was built for publication: The rate of convergence in law of the maximum of an exponential sample

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3207891)