Rapid variation with remainder and rates of convergence

J. Beirlant, E.K.E. Willekens

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Abstract

(op voorblad per abuis E. Beirland vermeld, in plaats van J. Beirlant) The remainder term of the class \Gamma$ of rapidly varying fuctions Is considered. Some probabilistic applIcations to limit laws of extreme value theory and to the estlmation of the indexparameter of a regularly varying tail are considered. Keywords and Phrases: regular variation, rates of convergence, domains of attraction.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Universiteit Eindhoven
Number of pages14
Publication statusPublished - 1988

Publication series

NameMemorandum COSOR
Volume8807
ISSN (Print)0926-4493

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