Convergence rates of limit distribution of maxima of lognormal samples

DOI10.1016/j.jmaa.2012.05.077zbMath1272.62022OpenAlexW2050131297MaRDI QIDQ448264

Xin Liao, Zuo Xiang Peng

Publication date: 30 August 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.05.077

zbMATH Keywords

extreme value distributionsmaximalogarithmic normal distributionsuniform convergence rates

Mathematics Subject Classification ID

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)

Related Items

Rates of convergence of powered order statistics from general error distribution ⋮ Asymptotic properties for distributions and densities of extremes from generalized gamma distribution ⋮ Expansions for moments of logarithmic skew-normal extremes ⋮ Expansions on extremes from logarithmic general error distribution under power normalization ⋮ Rates of convergence of extremes from skew-normal samples ⋮ Rates of convergence of extreme for asymmetric normal distribution ⋮ On the norming constants for normal maxima ⋮ Asymptotic expansions of the moments of extremes from general error distribution ⋮ Higher-order expansions for distributions of extremes from general error distribution ⋮ Distributional expansion of maximum from logarithmic general error distribution ⋮ Rates of convergence of lognormal extremes under power normalization ⋮ Asymptotic expansions of density of normalized extremes from logarithmic general error distribution

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