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

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