# CONVERGENCE RATES FOR THE MOMENTS OF EXTREMES

• Peng, Zuoxiang ;
• 투고 : 2010.11.20
• 발행 : 2012.05.31
• 45 5

#### 초록

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.

#### 키워드

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

#### 참고문헌

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