Second-order regular variation and rates of convergence in extreme-value theory

Abstract

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.