Template-Type: ReDIF-Paper 1.0
Series: Tinbergen Institute Discussion Papers
Creation-Date: 1998-03-23
Number: 98-035/4
Author-Name: Laurens F.M. de Haan
Author-Email: ldehaan@few.eur.nl
Author-Workplace-Name: Erasmus University Rotterdam
Title: Approximation by Penultimate Extreme Value Distributions
Abstract: In certain cases the distribution of the normalized maximumof a sample can be better approximated by a sequence ofdifferent extreme value distributions than by the final one. Weshow that these cases are rather restricted and that the possibleimprovement is not spectacular.
File-Url: https://papers.tinbergen.nl/98035.pdf
File-Format: application/pdf
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Handle: RePEc:tin:wpaper:19980035