Skip to main content

On the rate of convergence for the extreme value in the case of IFR-distributions

  • Chapter
  • First Online:
Stability Problems for Stochastic Models

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

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 34.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 46.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Anderson C.W. Super-slowly varying functions in extreme value theory. J.R. Stat. Soc., 1978, B40, 197–202.

    MathSciNet  MATH  Google Scholar 

  2. Galambos J., Obretenov A. Restricted Domains of Attraction of exp (−e−x): Stochastic proc and their appl. 1987 (to appear).

    Google Scholar 

  3. Obretenov A. Bound on Deviation from exponentiality for IFR-functions.-Math. and Education in Math., 1984, 408–411.

    Google Scholar 

  4. Omey E., Rachev S.T. On the Rate of Convergence in Extreme Value Theory.-Theor. Veroyatn. Primen., 1987.

    Google Scholar 

  5. Smith R.L. Uniform Rates of Convergence in Extreme Value Theory. Adv. Appl.Prob., 1982, 14, 600–622.

    Article  MathSciNet  MATH  Google Scholar 

  6. Zolotarev V.M. Foreword.-In: Lect. Notes in Math., 1983, 982.

    Google Scholar 

  7. Zolotarev V.M., Rachev S.T. Rate of Convergence in limit Theorems for the max-scheme.-Lect. Notes in Math., 1985, 1155, 415–442.

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Vladimir V. Kalashnikov Vladimir M. Zolotarev

Rights and permissions

Reprints and permissions

Copyright information

© 1989 Springer-Verlag

About this chapter

Cite this chapter

Obretenov, A. (1989). On the rate of convergence for the extreme value in the case of IFR-distributions. 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/BFb0084178

Download citation

  • DOI: https://doi.org/10.1007/BFb0084178

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51948-5

  • Online ISBN: 978-3-540-46863-9

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics