Article ID Journal Published Year Pages File Type
1152371 Statistics & Probability Letters 2012 11 Pages PDF
Abstract
By using the theory of p-max stable laws, we study the rates of convergence of extremes for general error distribution under power normalization. We derived the exact uniform convergence rate of the distribution of maximum to its extreme value limit.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Rates of convergence of extreme for general error distribution under power normalization
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