Remark on rates of convergence to extreme value distributions via the Stein equations
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DOI: 10.1007/s10687-020-00380-5
Abstract: Consider the maximum of independent and identically distributed random variables. The classical result says that the renormalized sample maximum converges to an extreme value distributions, under certain conditions on the distribution function. In the present… read more here.
Keywords: remark rates; extreme value; value distributions; rates convergence ... See more keywords