Local Limit Theorems for Sample Extremes

L. de Haan and S. I. Resnick

No 272194, Econometric Institute Archives from Erasmus University Rotterdam

Abstract: A local limit theorem for maxima of i.i.d. random variables is proved. Also it is shown that under the so-called von Mises' conditions the density of the normalized maximum converges to the limit density in Lp (0 < p < co) provided both the original density and the limit density are in L Finally an occupation time result is proved. The methods of proof are different from those used for the corresponding results concerning partial sums.

Keywords: Agricultural and Food Policy; Research Methods/Statistical Methods (search for similar items in EconPapers)
Pages: 34
Date: 1979
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:ags:eureia:272194

DOI: 10.22004/ag.econ.272194

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