Rates of convergence towards the Fr\'echet distribution
Probability
2013-11-18 v1
Abstract
We develop Stein's method for the Fr\'echet distribution and apply it to compute rates of convergence in distribution of renormalized sample maxima to the Fr\'echet distribution.
Keywords
Cite
@article{arxiv.1311.3896,
title = {Rates of convergence towards the Fr\'echet distribution},
author = {Carine Bartholmé and Yvik Swan},
journal= {arXiv preprint arXiv:1311.3896},
year = {2013}
}