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The Convergence Rate of Fréchet Distribution under the Second-Order Regular Variation Condition

DOI: 10.4236/jamp.2024.125098, PP. 1597-1605

Keywords: Convergence Rate, Second-Order Regular Variation Condition, Fréchet Distribution, Extreme Value Index

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Abstract:

In this article we consider the asymptotic behavior of extreme distribution with the extreme value index γ>0 . The rates of uniform convergence for Fréchet distribution are constructed under the second-order regular variation condition.

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