Improved convergence rates of normal extremes

DOI10.1007/978-3-031-22687-8_21MaRDI QIDQ6606420zbMATH OpenFDO

Authors Yijun Zhu, Han Xiao

Publication date 16 September 2024

Full work available at URL https://doi.org/10.1007/978-3-031-22687-8_21

zbMATH Keywords

extreme value theoryGumbel distributionnormal distributionrate of convergence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Multivariate analysis (62Hxx) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

• Convergence rate of extremes for the general error distribution
• Convergence rates for the ultimate and pentultimate approximations in extreme-value theory
• Estimating probabilities for normal extremes
• Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing
• Extremes and related properties of random sequences and processes
• Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• Limiting forms of the frequency distribution of the largest or smallest member of a sample.
• On convergence rates of suprema
• On the rate of convergence of normal extremes
• Second-order regular variation and rates of convergence in extreme-value theory
• The asymptotic distributions of the largest entries of sample correlation matrices.
• The penultimate form of approximation to normal extremes
• The rate of convergence in law of the maximum of an exponential sample
• The rate of convergence of extremes of stationary normal sequences
• Two-Sample Test of High Dimensional Means Under Dependence
• Uniform rates of convergence in extreme-value theory

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