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On the rate of convergence in extreme value theory

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Stability Problems for Stochastic Models

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1412))

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References

  1. Bingham N.H. and Goldic C.M., Extensions of regular variation I, II. Proc.Lond.Math.Soc., 1982, 3, 44, 473–496; 477–534.

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  2. Omey E. and Rachev S.T. On the rate of convergence in extreme value theory, 1986, submitted.

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  3. Smith R.L. Uniform rates of convergence in extreme value theory. 1982, Adv.Appl.Prob., 14, 600–622.

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  4. Zolotarev V.M. Foreword, Stability Problems for Stochastic Models. 1983, Lect. Notes Math., 982, Springer-Verlag.

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Vladimir V. Kalashnikov Vladimir M. Zolotarev

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© 1989 Springer-Verlag

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Omey, E. (1989). On the rate of convergence in extreme value theory. In: Kalashnikov, V.V., Zolotarev, V.M. (eds) Stability Problems for Stochastic Models. Lecture Notes in Mathematics, vol 1412. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084179

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  • DOI: https://doi.org/10.1007/BFb0084179

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