Convergence rate of extremes for the general error distribution

DOI10.1239/JAP/1285335402zbMATH Open1196.62015OpenAlexW2146882781MaRDI QIDQ4933192FDOQ4933192

Saralees Nadarajah, Zuoxiang Peng, Fuming Lin

Publication date: 12 October 2010

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1285335402

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zbMATH Keywords

general error distributionmaximumextreme value distributionuniform convergence rate

Mathematics Subject Classification ID

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
• Conditional Heteroskedasticity in Asset Returns: A New Approach
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• Second-order regular variation and rates of convergence in extreme-value theory
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• Uniform rates of convergence in extreme-value theory
• On the rate of convergence of normal extremes
• Approximate distributions of order statistics. With applications to nonparametric statistics
• The rate of convergence in law of the maximum of an exponential sample
• Rate of convergence of intermediate order statistics
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• Von Mises conditions, \(\delta\)-neighborhoods and rates of convergence for maxima
• The rate of convergence of extremes of stationary normal sequences
• Rates of uniform convergence of extreme order statistics
• Convergence rates for the ultimate and pentultimate approximations in extreme-value theory
• Approximation by penultimate extreme value distributions
• Penultimate limiting forms in extreme value theory
• The penultimate form of approximation to normal extremes
• Penultimate approximations in extreme value theory

Cited In (26)

• On the Asymptotic Behaviour of Extremes and Near Maxima of Random Observations from the General Error Distributions
• Density expansions of extremes from general error distribution with applications
• Asymptotic expansions of the moments of extremes from general error distribution
• Higher order expansion for moments of extreme for generalized Maxwell distribution
• Higher-order expansions of sample range from general error distribution
• 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
• Convergence rates of limit distribution of maxima of lognormal samples
• Improved convergence rates of normal extremes
• On the norming constants for normal maxima
• Higher-order expansions for distributions of extremes from general error distribution
• Title not available (Why is that?)
• Convergence rate of extremes from Maxwell sample
• Asymptotic expansions of density of normalized extremes from logarithmic general error distribution
• Tail Behavior and Limit Distribution of Maximum of 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
• Title not available (Why is that?)
• Distributional expansion of maximum from logarithmic general error distribution
• Rates of convergence of lognormal extremes under power normalization
• Group sparse recovery in impulsive noise via alternating direction method of multipliers
• Higher-order expansions of powered extremes of logarithmic general error distribution
• On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem
• On the Rate of Convergence of STSD Extremes

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