Uniform rates of convergence in extreme-value theory
- 1 September 1982
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 14 (3) , 600-622
- https://doi.org/10.2307/1426676
Abstract
Rates of convergence are derived for the convergence in distribution of renormalised sample maxima to the appropriate extreme-value distribution. Related questions which are discussed include the estimation of the principal error term and the optimality of the renormalising constants. Throughout the paper a close parallel is drawn with the theory of slow variation with remainder. This theory is used in proving most of the results. Some applications are discussed, including some models of importance in reliability.Keywords
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