The Edgeworth expansion for distributions of extreme values

DOI10.1007/BF02881879MaRDI QIDQ1609656zbMATH OpenOpenAlexFDO

Authors Changguo Jiang, Shihong Cheng

Publication date 15 August 2002

Published in Science in China. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02881879

zbMATH Keywords

Edgeworth expansionsrate of uniform convergenceregular variation of second order

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

Recommendations

• General regular variation of \(n\)\,th order and the 2nd order Edgeworth expansion of the extreme value distribution. II
• General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I
• scientific article; zbMATH DE number 4098500
• Convergence rates for the moments of extremes
• scientific article; zbMATH DE number 1129553

Cites work

• scientific article; zbMATH DE number 4012931 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 1026035 (Why is no real title available?)
• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• Functional central limit theorems for processes with positive drift and their inverses
• On the rate of convergence of normal extremes
• Second-order regular variation and rates of convergence in extreme-value theory
• Sur la distribution limite du terme maximum d'une série aléatoire
• The rate of convergence in distribution of the maxima
• The rate of convergence in law of the maximum of an exponential sample
• Uniform rates of convergence in extreme-value theory
• ∏-Variation with Remainder

Cited in

(18)

• Second order regular variation and conditional tail expectation of multiple risks
• Tail approximations to the density function in EVT
• Asymptotic normality of extreme value estimators on \(C[0,1]\)
• A multivariate limit theorem for generalized Hill statistics
• General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I
• On large deviation for extremes.
• On accompanying measures and asymptotic expansions in the B. V. Gnedenko limit theorem
• General regular variation of \(n\)\,th order and the 2nd order Edgeworth expansion of the extreme value distribution. II
• Asymptotically unbiased estimation of the extreme value index under random censoring
• Convergence rate of extremes from Maxwell sample
• Rates of convergence of extreme for asymmetric normal distribution
• A class of distribution functions with less bias in extreme value estimation
• The estimation of parameters for the tapered Pareto distribution from incomplete data
• On the rate of convergence of STSD extremes
• A survey on semi-tensor product of matrices
• Approximations to the tail empirical distribution function with application to testing extreme value conditions
• scientific article; zbMATH DE number 3307893 (Why is no real title available?)
• scientific article; zbMATH DE number 3103248 (Why is no real title available?)

This page was built for publication: The Edgeworth expansion for distributions of extreme values

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1609656)