Density expansions of extremes from general error distribution with applications
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Publication:264356
DOI10.1186/S13660-015-0881-3zbMATH Open1335.60079OpenAlexW2174066838WikidataQ59436387 ScholiaQ59436387MaRDI QIDQ264356FDOQ264356
Publication date: 31 March 2016
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-015-0881-3
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- 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
Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)
Cites Work
- Extremes and related properties of random sequences and processes
- Conditional Heteroskedasticity in Asset Returns: A New Approach
- Title not available (Why is that?)
- Rates of convergence for densities in extreme value theory
- Asymptotic distribution and moments of normal extremes
- Local limit theorems for sample extremes
- Second-order regular variation and rates of convergence in extreme-value theory
- Higher-order expansions for distributions of extremes from general error distribution
- Tail Behavior of the General Error Distribution
- Asymptotic expansions for moments of skew-normal extremes
- Uniform rates of convergence in extreme-value theory
- On the rate of convergence of normal extremes
- Asymptotic expansions of the moments of extremes from general error distribution
- Convergence Rate of Extremes for the General Error Distribution
Cited In (4)
- Higher-order expansions of powered extremes of normal samples
- Higher-order expansions of sample range from general error distribution
- Expansions on extremes from logarithmic general error distribution under power normalization
- Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization
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