Second-order regular variation and rates of convergence in extreme-value theory
de Haan, Laurens ; Resnick, Sidney
Ann. Probab., Tome 24 (1996) no. 2, p. 97-124 / Harvested from Project Euclid
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Rates of convergence of the distribution of the extreme order statistic to its limit distribution are given in the uniform metric and the total variation metric. A second-order regular variation condition is imposed by supposing a von Mises type condition which allows a unified treatment. Rates are constructed from the parameters of the second-order regular variation condition. Some connections with Poisson processes are discussed.
Publié le : 1996-01-14
Classification:  
@article{1042644709,
     author = {de Haan, Laurens and Resnick, Sidney},
     title = {Second-order regular variation and rates of convergence in
			 extreme-value theory},
     journal = {Ann. Probab.},
     volume = {24},
     number = {2},
     year = {1996},
     pages = { 97-124},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1042644709}
}

de Haan, Laurens; Resnick, Sidney. Second-order regular variation and rates of convergence in
			 extreme-value theory. Ann. Probab., Tome 24 (1996) no. 2, pp.  97-124. http://gdmltest.u-ga.fr/item/1042644709/