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The rate of convergence in law of the maximum of an exponential sample

Author

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  • W. J. Hall
  • Jon A. Wellner

Abstract

Summary We derive a uniform rate of convergence of (1–n‐1x)n to e‐x(x

Suggested Citation

  • W. J. Hall & Jon A. Wellner, 1979. "The rate of convergence in law of the maximum of an exponential sample," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 33(3), pages 151-154, September.
    • Handle: RePEc:bla:stanee:v:33:y:1979:i:3:p:151-154
    DOI: 10.1111/j.1467-9574.1979.tb00671.x
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    Cited by:

    1. Paolo Riccardo Morganti, 2021. "Extreme Value Theory and Auction Models," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(2), pages 1-15, Abril - J.
    2. Chen, Shouquan & Huang, Jianwen, 2014. "Rates of convergence of extreme for asymmetric normal distribution," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 158-168.
    3. Christophe Ley & Gesine Reinert & Yvik Swan, 2014. "Approximate Computation of Expectations: the Canonical Stein Operator," Working Papers ECARES ECARES 2014-36, ULB -- Universite Libre de Bruxelles.
    4. Freitas, Ana Cristina Moreira & Freitas, Jorge Milhazes & Todd, Mike, 2015. "Speed of convergence for laws of rare events and escape rates," Stochastic Processes and their Applications, Elsevier, vol. 125(4), pages 1653-1687.
    5. Zuoxiang, Peng & Weng, Zhichao & Nadarajah, Saralees, 2010. "Rates of convergence of extremes for mixed exponential distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(1), pages 92-99.
    6. Paolo Riccardo Morganti, 2021. "Extreme Value Theory and Auction Models," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(2), pages 1-15, Abril - J.
    7. Geng Yang & Tingting Li, 2016. "Expansions on extremes from logarithmic general error distribution under power normalization," Statistical Papers, Springer, vol. 57(3), pages 781-793, September.
    8. Ling Peng & Lei Gao, 2019. "Limiting Distributions for the Minimum-Maximum Models," Mathematics, MDPI, vol. 7(8), pages 1-11, August.

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