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Rates of convergence for densities in extreme value theory. (English) Zbl 0644.62015

The author studies uniform rates of convergence of the density of normalized partial maxima to the appropriate limit density. The results are formulated in the case when the limit distribution function is of the type \[ \Phi_{\alpha}(x)=\exp (-x^{-\alpha}),\quad x\geq 0,\quad \alpha \geq 0. \]
Reviewer: W.Dziubdziela

MSC:

62E20 Asymptotic distribution theory in statistics
60F05 Central limit and other weak theorems
60F99 Limit theorems in probability theory
62G30 Order statistics; empirical distribution functions
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