Convergence rate of extremes for the general error distribution
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Cites work
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 4064244 (Why is no real title available?)
- A convergence rate in extreme-value theory
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Approximation by penultimate extreme value distributions
- Conditional Heteroskedasticity in Asset Returns: A New Approach
- Convergence rates for the ultimate and pentultimate approximations in extreme-value theory
- Extremes and related properties of random sequences and processes
- On the rate of convergence of normal extremes
- Penultimate approximations in extreme value theory
- Penultimate limiting forms in extreme value theory
- Rate of convergence of intermediate order statistics
- Rates of uniform convergence of extreme order statistics
- Second-order regular variation and rates of convergence in extreme-value theory
- Tail Behavior of the General Error Distribution
- The penultimate form of approximation to normal extremes
- The rate of convergence in law of the maximum of an exponential sample
- The rate of convergence of extremes of stationary normal sequences
- Uniform rates of convergence in extreme-value theory
- Von Mises conditions, \(\delta\)-neighborhoods and rates of convergence for maxima
Cited in
(29)- Tail behavior and limit distribution of maximum of logarithmic general error distribution
- Density expansions of extremes from general error distribution with applications
- Asymptotic expansions of the moments of extremes from general error distribution
- On asymptotic of extremes from generalized Maxwell distribution
- Expansions on extremes from logarithmic general error distribution under power normalization
- Higher order expansion for moments of extreme for generalized Maxwell distribution
- Higher-order expansions of sample range from general error distribution
- Asymptotic properties for distributions and densities of extremes from generalized gamma distribution
- Rates of convergence of powered order statistics from general error distribution
- Convergence rate of extreme for the generalized logistic distribution
- Convergence rates of limit distribution of maxima of lognormal samples
- On accompanying measures and asymptotic expansions in the B. V. Gnedenko limit theorem
- On the asymptotic behaviour of extremes and near maxima of random observations from the general error distributions
- Improved convergence rates of normal extremes
- On the norming constants for normal maxima
- Higher-order expansions for distributions of extremes from general error distribution
- scientific article; zbMATH DE number 4153638 (Why is no real title available?)
- Convergence rate of extremes from Maxwell sample
- Asymptotic expansions of density of normalized extremes from logarithmic general error distribution
- Rates of convergence of extremes from skew-normal samples
- Rates of convergence of extreme for asymmetric normal distribution
- Rates of convergence of extreme for general error distribution under power normalization
- Convergence rate of extremes for the generalized short-tailed symmetric distribution
- On the rate of convergence of STSD extremes
- 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
- Group sparse recovery in impulsive noise via alternating direction method of multipliers
- Higher-order expansions of powered extremes of logarithmic general error distribution
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