Rates of Convergence of Lognormal Extremes Under Power Normalization

Authors: Jianwen Huang, Shouquan Chen

Let $\{X_n,n\geq1\}$ be an independent and identically distributed random sequence with common distribution $F$ obeying the lognormal distribution. In this paper, we obtain the exact uniform convergence rate of the distribution of maxima to its extreme value limit under power normalization.

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[v1] 2014-09-16 10:08:05
[v2] 2015-03-17 07:17:05

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