1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.PR2015
Rates of convergence for extremes of geometric random variables and marked point processes
Alessandra Cipriani, Anne Feidt
We use the Stein-Chen method to study the extremal behaviour of the problem of extremes for univariate and bivariate geometric laws. We obtain a rate for the convergence to the Gum…
math.PR2013★ 1 cited
Stein's Method for Multivariate Extremes
Anne Feidt
We apply the Stein-Chen method to problems from extreme value theory. On the one hand, the Stein-Chen method for Poisson approximation allows us to obtain bounds on the Kolmogorov…