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CONVERGENCE RATES FOR THE MOMENTS OF EXTREMES
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 Title & Authors
CONVERGENCE RATES FOR THE MOMENTS OF EXTREMES
Peng, Zuoxiang; Nadarajah, Saralees;
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 Abstract
Let , ,, be a sequence of independent and identically distributed random variables with common distribution function . 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;
 Language
English
 Cited by
 References
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