General regular variation of n\,th order and the 2nd order Edgeworth expansion of the extreme value distribution. II
DOI10.1007/S10114-005-0566-9zbMATH Open1119.62016OpenAlexW2016757856MaRDI QIDQ2431884FDOQ2431884
Authors: Xiaoqian Wang, Shihong Cheng 
Publication date: 24 October 2006
Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-005-0566-9
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Cites Work
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- Second-order regular variation and rates of convergence in extreme-value theory
- Uniform rates of convergence in extreme-value theory
- On the rate of convergence of normal extremes
- Approximate distributions of order statistics. With applications to nonparametric statistics
- The rate of convergence in law of the maximum of an exponential sample
- The Edgeworth expansion for distributions of extreme values
- General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I
- Rates of uniform convergence of extreme order statistics
- The rate of convergence in distribution of the maxima
Cited In (11)
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- Tail asymptotics of generalized deflated risks with insurance applications
- SECOND ORDER REGULAR VARIATION AND ITS APPLICATIONS TO RATES OF CONVERGENCE IN EXTREME-VALUE DISTRIBUTION
- Expansions for the joint distribution of the sample maximum and sample estimate
- General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I
- On accompanying measures and asymptotic expansions in the B. V. Gnedenko limit theorem
- Title not available (Why is that?)
- Operational risk quantified with spectral risk measures: a refined closed-form approximation
- Estimation of extreme quantiles from heavy-tailed distributions with neural networks
- Third order extended regular variation
- The Edgeworth expansion for distributions of extreme values
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