RATES OF CONVERGENCE IN MULTIVARIATE EXTREME VALUE THEORY

被引：10

作者：

OMEY, E ^{[1
]}

RACHEV, ST ^{[1
]}

机构：

[1] UNIV CALIF SANTA BARBARA,SANTA BARBARA,CA 93106

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1991年 / 38卷 / 01期

基金：

美国国家科学基金会;

关键词：

MULTIVARIATE EXTREME VALUES; UNIFORM RATES OF CONVERGENCE; REGULAR VARIATION; DEPENDENCE FUNCTIONS;

D O I：

10.1016/0047-259X(91)90030-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We discuss rates of convergence for the distribution of normalized sample extremes to the appropriate limit distribution. We show that the rate of convergence depends on that of the corresponding dependence functions and that of the marginals. The univariate results are well known by now, so we restrict our attention to dependence functions (Sections 2 and 3). In the final section of the paper we obtain a Berry-Esséen type result for multivariate extremes. © 1991.

引用

页码：36 / 50

页数：15

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