On von mises type conditions for p-max stable laws, rates of convergence and generalized log pareto distributions

Ravi, S. and Praveena, A. S. (2011) On von mises type conditions for p-max stable laws, rates of convergence and generalized log pareto distributions. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 141 (9). pp. 3021-3034. ISSN 0378-3758

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Official URL: https://doi.org/10.1016/j.jspi.2011.03.024

Abstract

In this article we obtain an alternative formulation of the von Mises type conditions for p-max stable laws in terms of generalized log Pareto distributions (glogPds). Relationship between the rate of convergence of extremes and the remainder terms in the von Mises type conditions is investigated. It is shown that the rate of convergence in the von Mises type conditions for p-max stable laws determines the distance of the underlying distribution function from a glogPd. (C) 2011 Elsevier B.V. All rights reserved.

Item Type: Article
Uncontrolled Keywords: Von Mises type conditions; Rate of convergence; Generalized log Pareto distributions
Subjects: E Mathematical Science > Statistics
Divisions: Department of > Statistics
Depositing User: Users 23 not found.
Date Deposited: 07 Aug 2019 13:20
Last Modified: 07 Aug 2019 13:20
URI: http://eprints.uni-mysore.ac.in/id/eprint/2421

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