Convergence for the sample extremes via convolutions. (English) Zbl 0643.60016
Mathematical statistics and probability theory, Vol. A, Proc. 6th Pannonian Symp., Bad Tatzmannsdorf/Austria 1986, 43-52 (1987).
[For the entire collection see Zbl 0623.00015.]
The author gives an alternative proof of Gnedenko’s theorem for the convergence to Fréchet extreme distributions and the uniform convergence rates.
The author gives an alternative proof of Gnedenko’s theorem for the convergence to Fréchet extreme distributions and the uniform convergence rates.
Reviewer: Bai Zhidong
MSC:
| 60F05 | Central limit and other weak theorems |
| 62G30 | Order statistics; empirical distribution functions |
| 60E07 | Infinitely divisible distributions; stable distributions |
