Distributional expansion of maximum from logarithmic general error distribution

DOI10.1007/S11766-016-3275-5zbMath1363.62014OpenAlexW2468215394MaRDI QIDQ729672

Xin Liao, Geng Yang, Zuo Xiang Peng

Publication date: 6 January 2017

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-016-3275-5

zbMATH Keywords

maximumextreme value distributionhigher-order expansionlogarithmic general error distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70)

Related Items (2)

Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization ⋮ Higher-order expansions of powered extremes of logarithmic general error distribution

Cites Work

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• On the rate of convergence of normal extremes
• Convergence Rate of Extremes for the General Error Distribution
• Tail Behavior and Limit Distribution of Maximum of Logarithmic General Error Distribution

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