Abstract
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) |
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Pages (from-to) | e1082-e1093 |
Journal | Nonlinear Analysis, Theory, Methods and Applications |
Volume | 71 |
Issue number | 12 |
DOIs | |
State | Published - Dec 15 2009 |
Keywords
- Convergence rate
- Extreme sum
- Normal approximation