The convergence rate of distribution of the maximum of random vectors

1992 ◽  
Vol 32 (2) ◽  
pp. 181-187
Author(s):  
A. Jokimaitis
Keyword(s):  
Convergence Rate ◽  
Random Vectors ◽  
Distribution Of The Maximum

scholarly journals Convergence Rate of Extremes for the General Error Distribution

2010 ◽  
Vol 47 (3) ◽  
pp. 668-679 ◽  
Author(s):  
Zuoxiang Peng ◽  
Saralees Nadarajah ◽  
Fuming Lin
Keyword(s):  
Convergence Rate ◽  
Uniform Convergence ◽  
Random Sequence ◽  
Extreme Value ◽  
Error Distribution ◽  
Distribution Of The Maximum ◽  
Uniform Convergence Rate ◽  
Independent Identically Distributed ◽  
General Error

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.

scholarly journals Estimation of the convergence rate of two-dimensional random index vectors maxima

2011 ◽  
Vol 52 ◽  
pp. 365-368
Author(s):  
Lina Dindienė ◽  
Arvydas Jokimaitis
Keyword(s):  
Convergence Rate ◽  
Two Dimensional ◽  
Random Vectors ◽  
Nonuniform Estimate ◽  
Transfer Theorem ◽  
Random Index ◽  
Independent And Identically Distributed

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.  

scholarly journals The estimation of the convergence rate for maxima of random variables vectors

2010 ◽  
Vol 51 ◽  
Author(s):  
Lina Dindienė ◽  
Algimantas Aksomaitis
Keyword(s):  
Convergence Rate ◽  
Random Variables ◽  
Random Vectors ◽  
Nonuniform Estimate ◽  
Transfer Theorem ◽  
Independent And Identically Distributed

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.

scholarly journals Convergence Rate of Extremes for the General Error Distribution

2010 ◽  
Vol 47 (03) ◽  
pp. 668-679 ◽  
Author(s):  
Zuoxiang Peng ◽  
Saralees Nadarajah ◽  
Fuming Lin
Keyword(s):  
Convergence Rate ◽  
Uniform Convergence ◽  
Random Sequence ◽  
Extreme Value ◽  
Error Distribution ◽  
Distribution Of The Maximum ◽  
Uniform Convergence Rate ◽  
Independent Identically Distributed ◽  
General Error

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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