Density expansions of extremes from general error distribution with applications

DOI10.1186/S13660-015-0881-3MaRDI QIDQ264356zbMATH OpenOpenAlexWikidataFDO

Authors Chunqiao Li, Tingting Li

Publication date 31 March 2016

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13660-015-0881-3

zbMATH Keywords

density expansiongeneral error distributionmoment expansionnormalized maximum

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

Recommendations

• Higher-order expansions for distributions of extremes from general error distribution
• Asymptotic expansions of the moments of extremes from general error distribution
• Asymptotic expansions of density of normalized extremes from logarithmic general error distribution
• Higher order expansion for moments of extreme for generalized Maxwell distribution
• Higher-order expansions of powered extremes of normal samples

Cites work

• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• Asymptotic distribution and moments of normal extremes
• Asymptotic expansions for moments of skew-normal extremes
• Asymptotic expansions of the moments of extremes from general error distribution
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Convergence rate of extremes for the general error distribution
• Extremes and related properties of random sequences and processes
• Higher-order expansions for distributions of extremes from general error distribution
• Local limit theorems for sample extremes
• On the rate of convergence of normal extremes
• Rates of convergence for densities in extreme value theory
• Second-order regular variation and rates of convergence in extreme-value theory
• Tail Behavior of the General Error Distribution
• Uniform rates of convergence in extreme-value theory

Cited in

(9)

• Asymptotic expansions of the moments of extremes from general error distribution
• Higher-order expansions of powered extremes of normal samples
• Expansions on extremes from logarithmic general error distribution under power normalization
• Higher-order expansions of sample range from general error distribution
• Almost sure results for generalized normal distribution
• Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization
• Higher-order expansions for distributions of extremes from general error distribution
• Asymptotic expansions of density of normalized extremes from logarithmic general error distribution
• Distributional expansion of maximum from logarithmic general error distribution

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