• Title of article

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

  • Author/Authors

    Ravi، نويسنده , , S. and Praveena، نويسنده , , A.S.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2011
  • Pages
    14
  • From page
    3021
  • To page
    3034
  • 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.
  • Keywords
    Rate of convergence , Von Mises type conditions , Generalized log Pareto distributions
  • Journal title
    Journal of Statistical Planning and Inference
  • Serial Year
    2011
  • Journal title
    Journal of Statistical Planning and Inference
  • Record number

    2221543