Omey, E. Rates of convergence for densities in extreme value theory. (English) Zbl 0644.62015 Ann. Probab. 16, No. 2, 479-486 (1988). 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 Cited in 11 Documents 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 Keywords:local limit theorem; extreme value theory; uniform rates of convergence; density of normalized partial maxima × Cite Format Result Cite Review PDF Full Text: DOI