CONVERGENCE RATES FOR THE MOMENTS OF EXTREMES

Title & Authors
CONVERGENCE RATES FOR THE MOMENTS OF EXTREMES

Abstract
Let $\small{X_1}$, $\small{X_2}$,$\small{{\ldots}}$, $\small{X_n}$ be a sequence of independent and identically distributed random variables with common distribution function $\small{F}$. 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;
Language
English
Cited by
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