Ideal Metric with Respect to Maxima Scheme of i.i.d. Random Elements

Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
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Svetlozar T. Rachev: Stony Brook University, Department of Applied Mathematics and Statistics College of Business
Lev B. Klebanov: Charles University, Department of Probability and Statistics
Stoyan V. Stoyanov: EDHEC Business School EDHEC-Risk Institute
Frank J. Fabozzi: EDHEC Business School EDHEC-Risk Institute

Chapter Chapter 19 in The Methods of Distances in the Theory of Probability and Statistics, 2013, pp 421-477 from Springer

Abstract: Abstract In this chapter, we discuss the problem of estimating the rate of convergence in limit theorems arising from the maxima scheme of independent and identically distributed (i.i.d.) random elements.

Keywords: Banach Space; Random Vector; Random Element; Tail Condition; Probability Metrics (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-4869-3_19

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DOI: 10.1007/978-1-4614-4869-3_19

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