论文信息 - Rates of Convergence in Extreme Value Theory

Rates of Convergence in Extreme Value Theory

If Hn(x) is the exact distribution function of the maximum in a sample of size n and H(x) is a limiting distribution, one can consider |Hn(an+bnx)−H(x)| for fixed x, or its supremum in x on a finite interval, or on the whole real line. The paper discusses these three possibilities. The practical side of these estimates is discussed, and several open questions are raised.

Janos Galambos | J. Galambos

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