Higher-order expansions for distributions of extremes from general error distribution

DOI10.1186/1029-242X-2014-213zbMath1307.62040WikidataQ59323634 ScholiaQ59323634MaRDI QIDQ2258659

Pu Jia, Ting-Ting Li

Publication date: 26 February 2015

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

zbMATH Keywords

expansionextremegeneral error distribution

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05) Strong limit theorems (60F15)

Related Items (5)

Density expansions of extremes from general error distribution with applications ⋮ Rates of convergence of powered order statistics from general error distribution ⋮ Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization ⋮ Gamma mixture of generalized error distribution ⋮ Asymptotic expansions of the moments of extremes from general error distribution

Cites Work

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• Convergence rates of limit distribution of maxima of lognormal samples
• Extremes and related properties of random sequences and processes
• Asymptotic distribution and moments of normal extremes
• Rates of convergence of extremes from skew-normal samples
• Tail Properties and Asymptotic Expansions for the Maximum of the Logarithmic Skew-Normal Distribution
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Tail Behavior of the General Error Distribution
• On the rate of convergence of normal extremes
• Convergence Rate of Extremes for the General Error Distribution

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