A Note on Second Order Conditions in Extreme Value Theory: Linking General and Heavy Tail Conditions
Second order conditions ruling the rate of convergence in any first order condition involving regular variation and assuring a unified extreme value limiting distribution function for the sequence of maximum values, linearly normalized, have appeared in several contexts whenever researchers are wor...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2007-12-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/53 |