Convergence rate of extremes for the general error distribution

Peng Zuoxiang; Saralees Nadarajah; Lin Fuming

doi:10.1239/jap/1285335402

Convergence rate of extremes for the general error distribution

Peng Zuoxiang, Saralees Nadarajah, Lin Fuming

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Abstract

Let {Xn, n ≥ 1} be an independent, identically distributed random sequence with each Xn having the general error distribution. In this paper we derive the exact uniform convergence rate of the distribution of the maximum to its extreme value limit. © Applied Probability Trust 2010.

Original language	English
Pages (from-to)	668-679
Number of pages	11
Journal	Journal of Applied Probability
Volume	47
Issue number	3
DOIs	https://doi.org/10.1239/jap/1285335402
Publication status	Published - Sept 2010

Keywords

Extreme value distribution
General error distribution
Maximum
Uniform convergence rate

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title = "Convergence rate of extremes for the general error distribution",

abstract = "Let {Xn, n ≥ 1} be an independent, identically distributed random sequence with each Xn having the general error distribution. In this paper we derive the exact uniform convergence rate of the distribution of the maximum to its extreme value limit. {\textcopyright} Applied Probability Trust 2010.",

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AU - Nadarajah, Saralees

AU - Fuming, Lin

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N2 - Let {Xn, n ≥ 1} be an independent, identically distributed random sequence with each Xn having the general error distribution. In this paper we derive the exact uniform convergence rate of the distribution of the maximum to its extreme value limit. © Applied Probability Trust 2010.

AB - Let {Xn, n ≥ 1} be an independent, identically distributed random sequence with each Xn having the general error distribution. In this paper we derive the exact uniform convergence rate of the distribution of the maximum to its extreme value limit. © Applied Probability Trust 2010.

KW - Extreme value distribution

KW - General error distribution

KW - Maximum

KW - Uniform convergence rate

U2 - 10.1239/jap/1285335402

DO - 10.1239/jap/1285335402

M3 - Article

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VL - 47

SP - 668

EP - 679

JO - Journal of Applied Probability

JF - Journal of Applied Probability

IS - 3

ER -

Convergence rate of extremes for the general error distribution

Abstract

Keywords

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