Second{Order Regular Variation and Rates of Convergence in Extreme{Value Theory
نویسنده
چکیده
Rates of convergence of the distribution of the extreme order statistic to its limit distribution are given in the uniform metric and the total variation metric. A second{order regular variation condition is imposed by supposing a von Mises type condition which allows a uniied treatment. Rates are constructed from the parameters of the second{order regular variation condition. Some connections with Poisson processes are discussed.
منابع مشابه
Second Order Regular Variation , Convolution and the Central Limit Theorem 3
Second order regular variation is a reenement of the concept of regular variation which is useful for studying rates of convergence in extreme value theory and asymptotic normality of tail estimators. For a distribution tail 1 ? F which possesses second order regular variation, we discuss how this property is inherited by 1 ? F 2 and 1 ? F 2. We also discuss the relationship of central limit be...
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