Journal of Applied Probability

Convergence rate of extremes for the general error distribution

Zuoxiang Peng, Saralees Nadarajah, and Fuming Lin

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Abstract

Let {Xn, n ≥ 1} be an independent, identically distributed random sequence with each Xn having the general error distribution. In this paper we derive the exact uniform convergence rate of the distribution of the maximum to its extreme value limit.

Article information

Source
J. Appl. Probab. Volume 47, Number 3 (2010), 668-679.

Dates
First available in Project Euclid: 24 September 2010

Permanent link to this document
https://projecteuclid.org/euclid.jap/1285335402

Digital Object Identifier
doi:10.1239/jap/1285335402

Mathematical Reviews number (MathSciNet)
MR2731341

Zentralblatt MATH identifier
1196.62015

Subjects
Primary: 62E20: Asymptotic distribution theory
Secondary: 60F05: Central limit and other weak theorems

Keywords
Extreme value distribution general error distribution maximum uniform convergence rate

Citation

Peng, Zuoxiang; Nadarajah, Saralees; Lin, Fuming. Convergence rate of extremes for the general error distribution. J. Appl. Probab. 47 (2010), no. 3, 668--679. doi:10.1239/jap/1285335402. https://projecteuclid.org/euclid.jap/1285335402.


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