[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.
Disciplines :
Mathématiques
Auteur, co-auteur :
Bartholmé, Carine
SWAN, Yvik ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Langue du document :
Anglais
Titre :
Rates of convergence towards the Fréchet distribution
