Convergence rate for density of maximum of independent random variables

被引：0

作者：

Aksomaitis A. ^{[1
]}

Jokimaitis A. ^{[1
]}

机构：

[1] Kaunas Technological Institute, 3028 Kaunas

来源：

关键词：

Distribution Density; Convergence Rate; Independent Random Variable; Regular Variation; High Order Derivative;

D O I：

10.1007/BF02465882

中图分类号：

学科分类号：

摘要：

[No abstract available]

引用

页码：103 / 107

页数：4

共 8 条

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[2] Gnedenko B.V., Sur la distribution limite du terme maximum d'une sfies aléatoire, Ann. of Math., 44, pp. 423-453, (1943)
[3] De Haan L., Resnick S.I., Local limit theorems for sample extremes, Ann. Probab., 10, pp. 396-413, (1982)
[4] Omey E., Rates of convergence for densities in extreme value theory, Ann. Probab., 16, pp. 479-486, (1986)
[5] Pickands J., Sample sequences of maxima, Ann. Math. Statist., 38, pp. 1570-1574, (1967)
[6] Pickands J., The continuous and differentiable domains of attraction of the extreme value diss, Ann. Probab., 14, pp. 996-1004, (1986)
[7] Resnick S.I., Extreme Values, Regular Variation, and Point Processes, (1987)
[8] Sweeting T.J., On domains of uniform local attraction in extreme value theory, Ann. Probab., 13, pp. 196-205, (1985)