Rates of convergence towards the Fr\'echet distribution

Carine Bartholmé; Yvik Swan

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arXiv · 1311.3896

Rates of convergence towards the Fr\'echet distribution

Carine Bartholmé·Yvik Swan

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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.

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Carine Bartholmé, Yvik Swan. 2013-11-15. Rates of convergence towards the Fr\'echet distribution. https://arxiv.org/abs/1311.3896

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