Multi-normex distributions for the sum of random vectors. Rates of convergence
DOI10.1007/S10687-022-00461-7zbMath1520.60009arXiv2107.09409OpenAlexW3193360749MaRDI QIDQ6176328
Evgeniĭ Igor'evich Prokopenko, Marie F. Kratz
Publication date: 22 August 2023
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.09409
aggregationrate of convergencemultivariate extremescentral limit theoremdependenceextreme value theoremmultivariate regular variationsecond order regular variationQQ-plotsordered statisticssum of random vectors(multivariate) Pareto distributiongeometrical quantiles
Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05) Strong limit theorems (60F15) Rate of convergence, degree of approximation (41A25)
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