Convergence Rate of Extremes for the General Error Distribution

DOI10.1239/jap/1285335402zbMath1196.62015OpenAlexW2146882781MaRDI QIDQ4933192

Saralees Nadarajah, Zuo Xiang Peng, Fu-ming Lin

Publication date: 12 October 2010

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1285335402

zbMATH Keywords

maximumextreme value distributionuniform convergence rategeneral error distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Statistics of extreme values; tail inference (62G32)

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