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

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.

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Year of publication:	2012
Authors:	Chen, Shouquan ; Wang, Chao ; Zhang, Geng
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 2, p. 385-395
Publisher:	Elsevier
Subject:	P-max stable laws \| General error distribution \| Maximum \| Uniform convergence rate

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

Persistent link: https://www.econbiz.de/10010571821