Bull. Korean Math. Soc. 2012; 49(3): 495-510
Printed May 1, 2012
https://doi.org/10.4134/BKMS.2012.49.3.495
Copyright © The Korean Mathematical Society.
Zuoxiang Peng and Saralees Nadarajah
Southwest University, University of Manchester
Let $X_{1},X_{2}, \ldots, X_{n}$ be a sequence of independent and identically distributed random variables with common distribution function $F$. Convergence rates for the moments of extremes are studied by virtue of second order regularly conditions. A unified treatment is also considered under second order von Mises conditions. Some examples are given to illustrate the results.
Keywords: convergence rate of moments, maximum, second order regular variation, second order von Mises condition
MSC numbers: Primary 60G70; Secondary 62E20, 60F05
2016; 53(5): 1549-1566
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