Rates of convergence of extreme for general error distribution under power normalization

Shouquan Chen, Chao Wang and Geng Zhang

Statistics & Probability Letters, 2012, vol. 82, issue 2, 385-395

Abstract: By using the theory of p-max stable laws, we study the rates of convergence of extremes for general error distribution under power normalization. We derived the exact uniform convergence rate of the distribution of maximum to its extreme value limit.

Keywords: P-max stable laws; General error distribution; Maximum; Uniform convergence rate (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:82:y:2012:i:2:p:385-395

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DOI: 10.1016/j.spl.2011.10.019

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