The convergence rate for the normal approximation of extreme sums
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Publication:419884
DOI10.1016/j.na.2009.01.113zbMath1238.60057OpenAlexW2110077204MaRDI QIDQ419884
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
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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