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Convergence rate of extremes for the generalized short-tailed symmetric distribution

Fuming Lin|Zuoxiang Peng|Kaizhi Yu
대한수학회 (The Korean Mathematical Society)|2016.09|대한수학회보 (Bulletin of the KMS)|제53권 제5호|pp. 1549-1566

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참고문헌

키워드

extreme value distributionrate of convergencegeneralized short-tailed symmetric distributionmaximum
주제분류수학

초록

Denote $M_{n}$ the maximum of $n$ independent and identically distributed variables from the generalized short-tailed symmetric distribution. This paper shows the pointwise convergence rate of the distribution of $M_{n}$ to $\exp(-e^{-x})$ and the supremum-metric-based convergence rate as well.

Abstract

Denote $M_{n}$ the maximum of $n$ independent and identically distributed variables from the generalized short-tailed symmetric distribution. This paper shows the pointwise convergence rate of the distribution of $M_{n}$ to $\exp(-e^{-x})$ and the supremum-metric-based convergence rate as well.

참고문헌 (21)

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