• Corpus ID: 56343345

Rates of convergence towards the Frechet distribution

@article{Bartholme2013RatesOC,
  title={Rates of convergence towards the Frechet distribution},
  author={Carine Bartholm'e and Yvik Swan},
  journal={arXiv: Probability},
  year={2013}
}
We develop Stein's method for the Frechet distribution and apply it to com- pute rates of convergence in distribution of renormalized sample maxima to the Frechet distribution. 

Remark on rates of convergence to extreme value distributions via the Stein equations

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