Remark on rates of convergence to extreme value distributions via the Stein equations
Sign Up to like & getrecommendations! Published in 2020 at "Extremes"
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
Extreme value distributions
Sign Up to like & getrecommendations! Published in 2017 at "Significance"
DOI: 10.1111/j.1740-9713.2017.01014.x
Abstract: Emma Eastoe introduces a family of distributions that help statisticians model the extreme highs and lows of the natural world, and much more besides read more here.
Keywords: extreme value; value distributions;