Tail approximations to the density function in EVT (Q2463694)

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Tail approximations to the density function in EVT
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    Tail approximations to the density function in EVT (English)
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    16 December 2007
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    For a sequence of i.i.d. random variables which belongs to the domain of max-attraction of an extreme value distribution, the convergence of the PDF of the normalized maxima is investigated. Asymptotic expansions and the rate of convergence in a weighted sup-norm are derived under some second-order conditions.
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    extreme value distribution
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    differentiable domain of max-attraction
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    distributions of maxima
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