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Convergence to Fréchet distribution via Mallows distance
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2020-08-01 , DOI: 10.1016/j.spl.2020.108776
S. Mousavinasr , C.R. Gonçalves , C.C.Y. Dorea

Abstract In the context of extremes we explore the connection between convergence to Frechet distribution and Mallows distance. Under the framework of independent and identically distributed (i.i.d.) random variables classical results are derived. When the assumption of i.i.d. is dropped sufficient conditions for Mallows convergence are proposed.

中文翻译:

通过 Mallows 距离收敛到 Fréchet 分布

摘要 在极端情况下,我们探索收敛到 Frechet 分布和 Mallows 距离之间的联系。在独立同分布(iid)随机变量框架下推导出经典结果。当放弃 iid 的假设时,提出了 Mallows 收敛的充分条件。
更新日期:2020-08-01
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