Convergence rates of limit distribution of maxima of lognormal samples

DOI10.1016/J.JMAA.2012.05.077MaRDI QIDQ448264zbMATH OpenOpenAlexFDO

Authors Xin Liao, Zuoxiang Peng

Publication date 30 August 2012

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2012.05.077

zbMATH Keywords

maximaextreme value distributionslogarithmic normal distributionsuniform convergence rates

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?)
• Convergence rate of extremes for the general error distribution
• Extremes and related properties of random sequences and processes
• On the rate of convergence of STSD extremes
• On the rate of convergence of normal extremes
• Rates of convergence of extremes for mixed exponential distributions
• Tail Behavior of the General Error Distribution
• Tail behavior and extremes of short-tailed symmetric distribution
• The rate of convergence in law of the maximum of an exponential sample

Cited in

(20)

• Asymptotic expansions of the moments of extremes from general error distribution
• scientific article; zbMATH DE number 4040955 (Why is no real title available?)
• Expansions on extremes from logarithmic general error distribution under power normalization
• Asymptotic properties for distributions and densities of extremes from generalized gamma distribution
• Rates of convergence of powered order statistics from general error distribution
• Samples of iid lognormals: approximations for characteristics of minima
• Convergence rate of extreme for the generalized logistic distribution
• Convergence rate of extremes for the general error distribution
• On the norming constants for normal maxima
• Higher-order expansions for distributions of extremes from general error distribution
• Uniform convergence rates of skew-normal extremes
• Asymptotic expansions of density of normalized extremes from logarithmic general error distribution
• Expansions for moments of logarithmic skew-normal extremes
• Rates of convergence of extremes from skew-normal samples
• Rates of convergence of extreme for asymmetric normal distribution
• Distributional expansion of maximum from logarithmic general error distribution
• Rates of convergence of lognormal extremes under power normalization
• On the rate of convergence of maxima for the generalized Maxwell distribution
• Higher-order expansions of powered extremes of logarithmic general error distribution
• On the asymptotic behavior of maxima and near-maxima of random observations from three parameter lognormal distribution

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