Rates of Convergence for Bivariate Extremes

Laurens de Haan and L. Peng

Journal of Multivariate Analysis, 1997, vol. 61, issue 2, 195-230

Abstract: Under a second order regular variation condition, rates of convergence of the distribution of bivariate extreme order statistics to its limit distribution are given both in the total variation metric and in the uniform metric.

Keywords: Second; order; regular; variation; extremes; rate; of; convergence (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (5)

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