Distance between exact and approximate distributions of partial maxima under power normalization
We obtain the distance between the exact and approximate distributions of partial maxima of a random sample under power normalization. It is observed that the Hellinger distance and variational distance between the exact and approximate distributions of partial maxima under power normalization is th...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2015-12-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA42 |