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Mao, T. and Hu, T. (2013) Second-Order Properties of Risk Concentrations without the Condition of Asymptotic Smoothness. Extremes, 16, 383-405.
https://doi.org/10.1007/s10687-012-0164-z

has been cited by the following article:

• 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.