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
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