Rates of Convergence for Bivariate Extremes

Under a second order regular variation condition, rates of convergence of the distribution of bivariate extreme order statistics to its limit distribution are given both in the total variation metric and in the uniform metric.

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Year of publication:	1997
Authors:	de Haan, L. ; Peng, L.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 61.1997, 2, p. 195-230
Publisher:	Elsevier
Keywords:	Second order regular variation extremes rate of convergence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160637