Reference : Rates of convergence towards the Fréchet distribution
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Physical, chemical, mathematical & earth Sciences : Mathematics
Rates of convergence towards the Fréchet distribution
Bartholmé, Carine [> >]
Swan, Yvik mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit]
[en] Stein's method ; Frechet distribution ; Regular variation
[en] We develop Stein's method for the Frechet distribution and apply it to compute rates of convergence in distribution of renormalized sample maxima to the Frechet distribution.

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