Article ID Journal Published Year Pages File Type
1147650 Journal of Statistical Planning and Inference 2011 14 Pages PDF
Abstract
In this article we obtain an alternative formulation of the von Mises type conditions for p-max stable laws in terms of generalized log Pareto distributions (glogPds). Relationship between the rate of convergence of extremes and the remainder terms in the von Mises type conditions is investigated. It is shown that the rate of convergence in the von Mises type conditions for p-max stable laws determines the distance of the underlying distribution function from a glogPd.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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