Moment convergence of powered normal extremes

DOI10.1080/03610926.2017.1359294OpenAlexW2963309196MaRDI QIDQ5160269

Zuo Xiang Peng, Ting-Ting Li

Publication date: 28 October 2021

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.02245

zbMATH Keywords

convergence ratehigher-order expansionpowered normal extreme

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (1)

Rates of convergence of powered order statistics from general error distribution

Cites Work

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• Higher-order expansions of powered extremes of normal samples
• Expansions for quantiles and moments of extremes for distributions of exponential power type
• Asymptotic expansions for moments of skew-normal extremes
• Asymptotic expansions of the moments of extremes from general error distribution
• Asymptotic distribution and moments of normal extremes
• On convergence of the uniform norms for Gaussian processes and linear approximation problems
• Estimating probabilities for normal extremes
• On the Relationship Between Convergence in Distribution and Convergence of Expected Extremes
• Moment Convergence of Sample Extremes

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