The convergence rate for the normal approximation of extreme sums

DOI10.1016/j.na.2009.01.113zbMath1238.60057OpenAlexW2110077204MaRDI QIDQ419884

Yongcheng Qi, Shi Hong Cheng

Publication date: 20 May 2012

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2009.01.113

zbMATH Keywords

convergence ratenormal approximationextreme sum

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

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• Rate of convergence of intermediate order statistics
• What portion of the sample makes a partial sum asymptotically stable or normal?
• The asymptotic distribution of sums of extreme values from a regularly varying distribution
• A law of the iterated logarithm for sums of extreme values from a distribution with a regularly varying upper tail
• A note on the asymptotic normality of sums of extreme values
• The asymptotic distribution of extreme sums
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Approximation to the expectation of a function of order statistics and its applications

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