Rate-of-convergence in the multivariate max-stable limit theorem

We study the rate-of-convergence in the multivariate max-stable limit theorem in terms of various probability metrics.

Year of publication:	1997
Authors:	Maejima, Makoto ; Rachev, Svetlozar T.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 32.1997, 2, p. 115-123
Publisher:	Elsevier
Keywords:	Multivariate max-stable distribution Rate of convergence Probability metrics

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138367