The convergence rate of distribution of the maximum of random vectors

1992 ◽  
Vol 32 (2) ◽  
pp. 181-187
Author(s):  
A. Jokimaitis
2010 ◽  
Vol 47 (3) ◽  
pp. 668-679 ◽  
Author(s):  
Zuoxiang Peng ◽  
Saralees Nadarajah ◽  
Fuming Lin

Let {Xn, n ≥ 1} be an independent, identically distributed random sequence with each Xn having the general error distribution. In this paper we derive the exact uniform convergence rate of the distribution of the maximum to its extreme value limit.


2011 ◽  
Vol 52 ◽  
pp. 365-368
Author(s):  
Lina Dindienė ◽  
Arvydas Jokimaitis

Nonlinearly normalized maxima of independent and identically distributed random vectors are pre-sented in this work. We’ve obtained nonuniform estimate of convergence in transfer theorem in case when normalization is nonlinear.  


2010 ◽  
Vol 51 ◽  
Author(s):  
Lina Dindienė ◽  
Algimantas Aksomaitis

Linearly normalized maxima of independent and identically distributed random vectors is presented in this work. We’ve obtained nonuniform estimate of convergence in case when normalization is linear. For clearness there is given an example is this paper. Transfer theorem was aplied.


2010 ◽  
Vol 47 (03) ◽  
pp. 668-679 ◽  
Author(s):  
Zuoxiang Peng ◽  
Saralees Nadarajah ◽  
Fuming Lin

Let {X n , n ≥ 1} be an independent, identically distributed random sequence with each X n having the general error distribution. In this paper we derive the exact uniform convergence rate of the distribution of the maximum to its extreme value limit.


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