General regular variation of \(n\)\,th order and the 2nd order Edgeworth expansion of the extreme value distribution. II
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Publication:2431884
DOI10.1007/S10114-005-0566-9zbMath1119.62016OpenAlexW2016757856MaRDI QIDQ2431884
Shi Hong Cheng, Xiao Qian Wang
Publication date: 24 October 2006
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-005-0566-9
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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- General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I
- Sur la distribution limite du terme maximum d'une série aléatoire
- The rate of convergence in law of the maximum of an exponential sample
- The rate of convergence in distribution of the maxima
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- On the rate of convergence of normal extremes
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