Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147650 | Journal of Statistical Planning and Inference | 2011 | 14 Pages |
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.
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Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
S. Ravi, A.S. Praveena,