Tail Behavior and Limit Distribution of Maximum of Logarithmic General Error Distribution

DOI10.1080/03610926.2012.730168zbMath1307.62041OpenAlexW1972848408MaRDI QIDQ5177620

Xin Liao, Saralees Nadarajah, Zuo Xiang Peng

Publication date: 13 March 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.730168

zbMATH Keywords

extreme value distributionsubexponentialitylogarithmic general error distributionprimaryMills' ratiopartial maximum

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05) Strong limit theorems (60F15)

Related Items

Rates of convergence of powered order statistics from general error distribution ⋮ Expansions on extremes from logarithmic general error distribution under power normalization ⋮ Tail properties and approximate distribution and expansion for extreme of LGMD ⋮ Distributional expansion of maximum from logarithmic general error distribution ⋮ Asymptotic expansions of powered skew-normal extremes ⋮ Asymptotic expansions of density of normalized extremes from logarithmic general error distribution

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