TITLE:
The Convergence Rate of Fréchet Distribution under the Second-Order Regular Variation Condition
AUTHORS:
Xilai Dai
KEYWORDS:
Convergence Rate, Second-Order Regular Variation Condition, Fréchet Distribution, Extreme Value Index
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.12 No.5,
May
9,
2024
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.