scientific article; zbMATH DE number 4111800

MaRDI QIDQ3834867zbMATH OpenFDO

Authors Trevor Sweeting

Publication date 1989

zbMATH Keywords

extreme value theoryasymptotic expansionsinversionlocal convergencequantile functionregularly varying functions of differentiable order k

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Recommendations

• Quantile function expansion using regularly varying functions
• General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I
• General regular variation of \(n\)\,th order and the 2nd order Edgeworth expansion of the extreme value distribution. II
• Asymptotic expansions of the moments of extremes from general error distribution
• Complete asymptotic expansions for normal extremes

Cited in

(1)

• Extremes of Volterra series expansions with heavy-tailed innovations

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