• Title/Summary/Keyword: second order von Mises condition

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CONVERGENCE RATES FOR THE MOMENTS OF EXTREMES

  • Peng, Zuoxiang;Nadarajah, Saralees
    • Bulletin of the Korean Mathematical Society
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    • v.49 no.3
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    • pp.495-510
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    • 2012
  • 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.