In this paper we prove a rate of convergence result for the density of normalized sample maxima to the appropriate limit density. Also a local limit theorem--with rates of convergence--for maxima of i.i.d. random variables is proved.
Publié le : 1988-04-14
Classification:
Density convergence,
uniform rates of convergence,
extreme value theory,
local limit theorem,
60F05,
60F99
@article{1176991768,
author = {Omey, E.},
title = {Rates of Convergence for Densities in Extreme Value Theory},
journal = {Ann. Probab.},
volume = {16},
number = {4},
year = {1988},
pages = { 479-486},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991768}
}
Omey, E. Rates of Convergence for Densities in Extreme Value Theory. Ann. Probab., Tome 16 (1988) no. 4, pp. 479-486. http://gdmltest.u-ga.fr/item/1176991768/