Comparison between the rates of convergence of extremes under linear and under power normalization

被引：0
|
作者：
H. M. Barakat
E. M. Nigm
Magdy E. El-Adll
机构：
[1] Zagazig University,Department of Mathematics, Faculty of Science
[2] Helwan University,Department of Mathematics, Faculty of Science
来源：
Statistical Papers | 2010年 / 51卷
关键词：
Regular variation; -max-stable laws; -max-stable laws; Uniform metric; Total variation matric; Primary 60F05; 62E20; Secondary 62E15; 62G30;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
By using the theory of the second-order regular variation, we study the rates of the weak convergence of the maximum order statistics under power normalization. The exact rates are obtained in the uniform metric and the total variation metric. The relationship between the rates of convergence under linear and under power normalization is derived. Some illustrative examples are given for comparing the rates of convergence.
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页码：149 / 164
页数：15
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