Distributional expansion of maximum from logarithmic general error distribution
type: Item
instance of: scholarly article
title: Distributional expansion of maximum from logarithmic general error distribution
zbMATH Open document ID: 1363.62014
author: Geng Yang
author: Xin Liao
author: Zuoxiang Peng
published in: Applied Mathematics. Series B (English Edition)
publication date: 2017-01-06T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60G70
zbMATH DE Number: 6671384
zbMATH Keywords: extreme value distribution
zbMATH Keywords: higher-order expansion
zbMATH Keywords: logarithmic general error distribution
zbMATH Keywords: maximum
MaRDI profile type: Publication
full work available at URL: s11766-016-3275-5
OpenAlex ID: W2468215394
cites work: On the rate of convergence of normal extremes
cites work: Efficient simulation of tail probabilities for sums of log-elliptical risks
cites work: Convergence rates of limit distribution of maxima of lognormal samples
cites work: Tail Behavior and Limit Distribution of Maximum of Logarithmic General Error Distribution
cites work: Tail properties and asymptotic expansions for the maximum of the logarithmic skew-normal distribution
cites work: Asymptotic expansions for moments of skew-normal extremes
cites work: Rates of convergence of extremes from skew-normal samples
cites work: Large deviations of heavy-tailed sums with applications in insurance
cites work: Asymptotic distribution and moments of normal extremes
cites work: Conditional Heteroskedasticity in Asset Returns: A New Approach
cites work: Convergence Rate of Extremes for the General Error Distribution
cites work: Q3771297
DOI: 10.1007/S11766-016-3275-5
description: scientific article; zbMATH DE number 6671384