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Rapid variation with remainder and rates of convergence
Published online by Cambridge University Press: 01 July 2016
Abstract
In this paper, we refine the concept of Γ-variation up to second order, and we give a characterization of this type of asymptotic behaviour. We apply our results to obtain uniform rates of convergence in the weak convergence of renormalised sample maxima to the double exponential distribution. In a second application we derive a rate of convergence result for the Hill estimator.
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- Copyright © Applied Probability Trust 1990
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