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April, 1988 Rates of Convergence for Densities in Extreme Value Theory
E. Omey
Ann. Probab. 16(2): 479-486 (April, 1988). DOI: 10.1214/aop/1176991768

Abstract

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.

Citation

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E. Omey. "Rates of Convergence for Densities in Extreme Value Theory." Ann. Probab. 16 (2) 479 - 486, April, 1988. https://doi.org/10.1214/aop/1176991768

Information

Published: April, 1988
First available in Project Euclid: 19 April 2007

zbMATH: 0644.62015
MathSciNet: MR929058
Digital Object Identifier: 10.1214/aop/1176991768

Subjects:
Primary: 60F05
Secondary: 60F99

Keywords: density convergence , Extreme value theory , local limit theorem , uniform rates of convergence

Rights: Copyright © 1988 Institute of Mathematical Statistics

Vol.16 • No. 2 • April, 1988
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