Convergence rates of limit distribution of maxima of lognormal samples

DOI10.1016/J.JMAA.2012.05.077zbMATH Open1272.62022OpenAlexW2050131297MaRDI QIDQ448264FDOQ448264

Zuoxiang Peng, Xin Liao

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

Recommendations

• Rates of convergence of lognormal extremes under power normalization
• Rates of convergence of extremes from skew-normal samples
• On the rate of convergence of maxima for the generalized Maxwell distribution
• Convergence rate of extremes from Maxwell sample
• Convergence rate of extreme for the generalized logistic distribution

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)

Cites Work

• Extremes and related properties of random sequences and processes
• Title not available (Why is that?)
• Tail Behavior of the General Error Distribution
• On the rate of convergence of normal extremes
• Convergence Rate of Extremes for 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
• On the Rate of Convergence of STSD Extremes
• Rates of convergence of extremes for mixed exponential distributions

Cited In (15)

• Asymptotic expansions of the moments of extremes from general error distribution
• Title not available (Why is that?)
• Expansions on extremes from logarithmic general error distribution under power normalization
• Rates of convergence of powered order statistics from general error distribution
• Asymptotic properties for distributions and densities of extremes from generalized gamma distribution
• On the norming constants for normal maxima
• Higher-order expansions for distributions of extremes from general error distribution
• 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
• 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

This page was built for publication: Convergence rates of limit distribution of maxima of lognormal samples

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q448264)