General regular variation of n\,th order and the 2nd order Edgeworth expansion of the extreme value distribution. II

DOI10.1007/S10114-005-0566-9MaRDI QIDQ2431884zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Edgeworth expansionextreme value distributiongeneral regular variation

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• Approximate distributions of order statistics. With applications to nonparametric statistics
• General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I
• On the rate of convergence of normal extremes
• Rates of uniform convergence of extreme order statistics
• Second-order regular variation and rates of convergence in extreme-value theory
• Sur la distribution limite du terme maximum d'une série aléatoire
• The Edgeworth expansion for distributions of extreme values
• 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

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
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• 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

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