Expansions on extremes from logarithmic general error distribution under power normalization

DOI10.1007/S00362-015-0679-XMaRDI QIDQ345377zbMATH OpenOpenAlexFDO

Authors Geng Yang, Tingting Li

Publication date 1 December 2016

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-015-0679-x

zbMATH Keywords

maximumhigher-order expansion\(p\)-max stable lawslogarithmic general error distributionpower normalization

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

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• On large deviations of extremes under power normalization

Cites work

• scientific article; zbMATH DE number 3913447 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• Asymptotic distribution and moments of normal extremes
• Comparison between the rates of convergence of extremes under linear and under power normalization
• Convergence rate of extremes for the general error distribution
• Convergence rates of limit distribution of maxima of lognormal samples
• General max-stable laws
• Limit distributions of generalized order statistics under power normalization
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• On convergence of extremes under power normalization
• On max domains of attraction of univariate p-max stable laws
• On the rate of convergence of normal extremes
• Rates of convergence of extremes from skew-normal samples
• Second-order regular variation and rates of convergence in extreme-value theory
• Tail behavior and limit distribution of maximum of logarithmic general error distribution
• The rate of convergence in law of the maximum of an exponential sample

Cited in

(3)

• Higher-order expansions of powered extremes of normal samples
• Distributional expansions on extremes from skew-normal distribution under power normalization
• Higher-order expansions of powered extremes of logarithmic general error distribution

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