Approximation by Penultimate Extreme Value Distributions

In certain cases the distribution of the normalized maximumof a sample can be better approximated by a sequence ofdifferent extreme value distributions than by the final one. Weshow that these cases are rather restricted and that the possibleimprovement is not spectacular.

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Year of publication:	1998
Authors:	de Haan, Laurens F.M.
Publisher:	Amsterdam and Rotterdam : Tinbergen Institute
Subject:	Wahrscheinlichkeitsrechnung \| Theorie

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Series:	Tinbergen Institute Discussion Paper ; 98-035/4
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	828036101 [GVK] hdl:10419/85531 [Handle] RePEc:dgr:uvatin:19980035 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010324507