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http://dx.doi.org/10.4134/BKMS.2012.49.3.495

CONVERGENCE RATES FOR THE MOMENTS OF EXTREMES

Peng, Zuoxiang (School of Mathematics and Statistics Southwest University)
Nadarajah, Saralees (School of Mathematics University of Manchester)

Publication Information

Bulletin of the Korean Mathematical Society / v.49, no.3, 2012 , pp. 495-510 More about this Journal

Abstract

Let $X_1$ , $X_2$ , ${\ldots}$ , $X_n$ be a sequence of independent and identically distributed random variables with common distribution function $F$ . Convergence rates for the moments of extremes are studied by virtue of second order regularly conditions. A unified treatment is also considered under second order von Mises conditions. Some examples are given to illustrate the results.

Keywords

convergence rate of moments; maximum; second order regular variation; second order von Mises condition;

Citations & Related Records

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