Rates of convergence for Renyi entropy in extreme value theory
Statistics Theory
2024-06-04 v2 Statistics Theory
Abstract
Max stable laws are limit laws of linearly normalized partial maxima of independent identically distributed random variables. Saeb (2014) proves that the Renyi entropy of order b (b > 1) of linear normalized maximum of iid random variables with continuous differentiable density is convergent to the Renyi entropy of order b of the max stable laws. In this paper, we study the rate of convergence result for Renyi entropy for linearly normalized partial maxima.
Keywords
Cite
@article{arxiv.1402.4316,
title = {Rates of convergence for Renyi entropy in extreme value theory},
author = {Ali Saeb},
journal= {arXiv preprint arXiv:1402.4316},
year = {2024}
}
Comments
arXiv admin note: text overlap with arXiv:1402.0947