Distributional expansion of maximum from logarithmic general error distribution (Q729672): Difference between revisions

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+https://doi.org/10.1007/s11766-016-3275-5
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+W2468215394
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+On the rate of convergence of normal extremes
@@ Property / cites work: On the rate of convergence of normal extremes / rank @@
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+Efficient simulation of tail probabilities for sums of log-elliptical risks
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+Convergence rates of limit distribution of maxima of lognormal samples
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+Tail Behavior and Limit Distribution of Maximum of Logarithmic General Error Distribution
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+Tail Properties and Asymptotic Expansions for the Maximum of the Logarithmic Skew-Normal Distribution
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+Asymptotic expansions for moments of skew-normal extremes
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+Rates of convergence of extremes from skew-normal samples
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+Large deviations of heavy-tailed sums with applications in insurance
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+Asymptotic distribution and moments of normal extremes
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Convergence Rate of Extremes for the General Error Distribution
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+Q3771297
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