Rates of convergence for bivariate extremes

被引：9

作者：

deHaan, L

Peng, L

机构：

[1] Erasmus University, Rotterdam

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1997年 / 61卷 / 02期

关键词：

second order regular variation; extremes; rate of convergence;

D O I：

10.1006/jmva.1997.1669

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Under a second order regular variation condition, rates of convergence of the distribution of bivariate extreme order statistics to its limit distribution are given both in the total variation metric and in the the uniform metric. (C) 1997 Academic Press.

引用

页码：195 / 230

页数：36

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