[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 :
Mathematics
Author, co-author :
Bartholmé, Carine
Swan, Yvik ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Language :
English
Title :
Rates of convergence towards the Fréchet distribution
