Abstract
Assuming von Mises type conditions, we can prove the density of the normalized maximum of i.i.d. random variables converges to the density of the appropriate extreme value distribution in the Lp metric, p≤∞ provided both F’ and the limit extreme value density are in the space Lp.
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© 1981 Springer-Verlag
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de Haan, L., Resnick, S.I. (1981). Local limit theorem for sample extremes. In: Dugué, D., Lukacs, E., Rohatgi, V.K. (eds) Analytical Methods in Probability Theory. Lecture Notes in Mathematics, vol 861. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0097312
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DOI: https://doi.org/10.1007/BFb0097312
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