Rates of convergence of extreme for general error distribution under power normalization |
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Authors: | Shouquan Chen Chao WangGeng Zhang |
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Institution: | School of Mathematics and Statistics, Southwest University, Chongqing 400715, China |
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Abstract: | By using the theory of p-max stable laws, we study the rates of convergence of extremes for general error distribution under power normalization. We derived the exact uniform convergence rate of the distribution of maximum to its extreme value limit. |
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Keywords: | 60F15 60G70 |
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