Uniform rates of convergence in extreme-value theory. Normal and gamma models

L. Canto E Castro

Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications (1987)

  • Volume: 90, Issue: 6, page 25-41
  • ISSN: 0246-1501

How to cite

top

Canto E Castro, L.. "Uniform rates of convergence in extreme-value theory. Normal and gamma models." Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications 90.6 (1987): 25-41. <http://eudml.org/doc/80640>.

@article{CantoECastro1987,
author = {Canto E Castro, L.},
journal = {Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications},
keywords = {uniform rates of convergence; extreme-value theory; normal distribution; domain of attraction for maxima of the Gumbel law; uniform upper and lower bounds; gamma distributions},
language = {eng},
number = {6},
pages = {25-41},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {Uniform rates of convergence in extreme-value theory. Normal and gamma models},
url = {http://eudml.org/doc/80640},
volume = {90},
year = {1987},
}

TY - JOUR
AU - Canto E Castro, L.
TI - Uniform rates of convergence in extreme-value theory. Normal and gamma models
JO - Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
PY - 1987
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 90
IS - 6
SP - 25
EP - 41
LA - eng
KW - uniform rates of convergence; extreme-value theory; normal distribution; domain of attraction for maxima of the Gumbel law; uniform upper and lower bounds; gamma distributions
UR - http://eudml.org/doc/80640
ER -

References

top
  1. Anderson, C.W. (1971). Contributions to the asymptotic theory of extreme values, Ph. D. Thesis, Imperial College, London. 
  2. Anderson, C.W. (1976). Extreme value theory and its approximations. Proc. Symp. Reliability Technology. Bradford, UKAEA. 
  3. Canto e Castro, L. (1936). Velocidade de convergência em teoria de valores extremes. Tese de Restrado, Fac. Ciências, Lisboa. 
  4. Cohen, J.P. (1982a). The penultimate form of approximation to normal extremes. Adu. Appl. Prob., 14, 324-339. Zbl0486.62026MR650126
  5. Cohen, J.P. (1982b). Convergence rates for the ultimate and penultimate approximations in extreme value theory. Adv. Appl. Prob., 14, 833-854. Zbl0496.62019MR677559
  6. Fisher, R.A. and L.H.C. Tippet (1928). Limiting forms of the large or smallest member of a sample, Proc. Camb. Phil. Soc., 24, 180-190. Zbl54.0560.05JFM54.0560.05
  7. Galambos, J. (1978). The Asymptotic Theory of Extreme Order Statistics, Wiley, New York. Zbl0381.62039MR489334
  8. Gnedenko, B. (1943). Sur la distribution limite du terme maximum d'une série aléatoire, Ann. Math.,44, 423-453. Zbl0063.01643MR8655
  9. Gomes, M.I. (1978). Some probabilistic and statistical problems in extreme value theory, Ph.D. Thesis, Sheffield, England. 
  10. Gomes, M.I. (1984). Penultimate limiting forms in extreme value theory, Ann. Inst. Statist. Math., 36, Part A, 71-85. Zbl0561.62015MR752007
  11. Hall, P. (1979). On the rate of convergence of normal extremes, J. Appl. Prob., 16, 433-439. Zbl0403.60024MR531778
  12. Uzgoren, N.T. (1954). The asymptotic development of the distribution of the extreme values of a sample, Studies in Mathematics and Mechanics Presented to R. von Mises, Academic Press, New York. Zbl0058.35105MR67415

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.