Rates of convergence of extreme for general error distribution under power normalization

DOI10.1016/j.spl.2011.10.019zbMath1250.60024OpenAlexW2034823433MaRDI QIDQ419250

Shouquan Chen, Geng Zhang, Chao Wang

Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.10.019

zbMATH Keywords

maximumuniform convergence rategeneral error distribution\(p\)-max stable laws

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

Related Items (6)

Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization ⋮ Group sparse recovery in impulsive noise via alternating direction method of multipliers ⋮ Distributional expansions on extremes from skew-normal distribution under power normalization ⋮ Rates of convergence of extremes from skew-normal samples ⋮ Rates of convergence of extreme for STSD under power normalization ⋮ Rates of convergence of lognormal extremes under power normalization

Cites Work

• Extremes and related properties of random sequences and processes
• On max domains of attraction of univariate \(p\)-max stable laws
• A note on domains of attraction of \(p\)-max stable laws
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Tail Behavior of the General Error Distribution
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• On the rate of convergence of normal extremes
• Convergence Rate of Extremes for the General Error Distribution
• Theory and application of some classical and generalized asymptotic distributions of extreme values
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