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
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
Journal title :
Journal of Statistical Planning and Inference