This paper derives the normal convergence rate for sums of extreme values. The exact rates are obtained under some regularity and smoothing conditions on the tail of the distribution of the sample.
|Original language||English (US)|
|Journal||Nonlinear Analysis, Theory, Methods and Applications|
|State||Published - Dec 15 2009|
Bibliographical noteFunding Information:
The authors would like to thank the two referees for their careful reading of the manuscript and for their constructive suggestions that have improved the presentation of the paper. Qi’s research was supported by NSF grant DMS 0604176.
- Convergence rate
- Extreme sum
- Normal approximation