A comment on rates of convergence for density function in extreme value theory and Rényi entropy

DOI10.1090/tpms/1191zbMath1515.60073OpenAlexW4367680951MaRDI QIDQ6040490

Ali Saeb

Publication date: 17 May 2023

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1191

zbMATH Keywords

rate of convergenceextreme value distributionRényi entropymax domain of attractionmax stable laws

Mathematics Subject Classification ID

Large deviations (60F10) Measures of information, entropy (94A17)

Cites Work

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• Some results concerning maximum Rényi entropy distributions
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• Local limit theorems for sample extremes
• Convergence rates of posterior distributions.
• Rates of convergence of posterior distributions.
• On the rate of convergence in the entropic central limit theorem
• Fisher information inequalities and the central limit theorem
• Second-order regular variation and rates of convergence in extreme-value theory
• Convexity and robustness of the Rényi entropy
• Information Theory and Statistical Mechanics
• An Information-Theoretic Proof of the Central Limit Theorem with Lindeberg Conditions
• Uniform rates of convergence in extreme-value theory
• Prior Probabilities

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