General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I (Q2581249)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I |
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General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I (English)
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9 January 2006
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In this part I the authors propose the concept of the general regular variation of \(n\)-th order and analyse its structure. This extension of regular variation is required to study of the higher order Edgeworth expansions for extreme value distributions.
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general regular variation
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extreme value distribution
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Edgeworth expansion
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0.9923148
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0.87063545
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0.8659749
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0.8554448
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0.85489637
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0.8483269
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0.84538364
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