Tail approximations to the density function in EVT

Let X ₁, X ₂, ...,X _n be independent identically distributed random variables with common distribution function F, which is in the max domain of attraction of an extreme value distribution, i.e., there exist sequences a _n > 0 and b _n ∈ ℝ such that the limit of exists. Assume the density function f (of F) exists. We obtain an uniformly weighted approximation to the tail density function f, and an uniformly weighted approximation to the tail density function of under some second order condition.Partially supported by a grant of the Swiss National Science Foundation.