Rapid variation with remainder and rates of convergence

Citation
J. Beirlant, et E. Willekens,, Rapid variation with remainder and rates of convergence, Advances in applied probability , 22(4), 1990, pp. 787-801
ISSN journal
00018678
Volume
22
Issue
4
Year of publication
1990
Pages
787 - 801
Database
ACNP
SICI code
Abstract
In this paper, we refine the concept of .-variation up to second order, and we give a characterization of this type of asymptotic behaviour. We apply our results to obtain uniform rates of convergence in the weak convergence of renormalised sample maxima to the double exponential distribution. In a second application we derive a rate of convergence result for the Hill estimator.