Second-order regular variation and rates of convergence in extreme-value theory

• 成果类型: Article
• 署名作者: deHaan, L; Resnick, S
• 署名单位: Cornell University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 1996
• 页码: 97-124
• 关键词: remainder

摘要

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 unified treatment. Rates are constructed from the parameters of the second-order regular variation condition. Some connections with Poisson processes are discussed.