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Local limit theorem for sample extremes

  • L. de Haan
  • S. I. Resnick
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 861)

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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Copyright information

© Springer-Verlag 1981

Authors and Affiliations

  • L. de Haan
    • 1
  • S. I. Resnick
    • 2
  1. 1.Econometric InstituteErasmus UniversityRotterdan
  2. 2.Department of StatisticsColorado State UniversityFort Collins

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