Attainable rates of convergence of maxima

Holger Rootzén

Statistics & Probability Letters, 1984, vol. 2, issue 4, 219-221

Abstract: Any exponential rate of convergence can be obtained for maxima of i.i.d. random variables, while faster than exponential convergence implies that the variables have an extreme value distribution.

Keywords: maxima; of; i.i.d.; sequences; rate; of; convergence (search for similar items in EconPapers)
Date: 1984
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