Asymptotic expansions of the moments of extremes from general error distribution
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Publication:465210
DOI10.1016/j.jmaa.2014.09.030zbMath1302.60033OpenAlexW2034022756MaRDI QIDQ465210
Pu Jia, Xin Liao, Zuo Xiang Peng
Publication date: 31 October 2014
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.2014.09.030
Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)
Related Items (6)
Density expansions of extremes from general error distribution with applications ⋮ Expansions for moments of logarithmic skew-normal extremes ⋮ Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization ⋮ Extremal properties of the beta-normal distribution ⋮ Group sparse recovery in impulsive noise via alternating direction method of multipliers ⋮ Moment convergence of powered normal extremes
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- Conditional Heteroskedasticity in Asset Returns: A New Approach
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- On the Relationship Between Convergence in Distribution and Convergence of Expected Extremes
- Convergence Rate of Extremes for the General Error Distribution
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- Moment Convergence of Sample Extremes
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