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.
Citation
Sidney Resnick. Laurens de Haan. "Second-order regular variation and rates of convergence in extreme-value theory." Ann. Probab. 24 (1) 97 - 124, January 1996. https://doi.org/10.1214/aop/1042644709
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