Higher-order expansions of powered extremes of logarithmic general error distribution

DOI10.1007/S11766-024-3859-4MaRDI QIDQ6542577FDO

Authors Xiaofeng Tan, Lihui Li

Publication date 22 May 2024

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

zbMATH Keywords

convergence ratehigher-order expansionlogarithmic general error distributionpowered extreme

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• Asymptotic distribution and moments of normal extremes
• Asymptotic expansions of density of normalized extremes from logarithmic general error distribution
• Asymptotic expansions of the moments of extremes from general error distribution
• Convergence rate of extremes for the general error distribution
• Convergence rates of limit distribution of maxima of lognormal samples
• Distributional expansion of maximum from logarithmic general error distribution
• Estimating probabilities for normal extremes
• Expansions on extremes from logarithmic general error distribution under power normalization
• Extremes and related properties of random sequences and processes
• Higher-order expansions for distributions of extremes from general error distribution
• Higher-order expansions of powered extremes of normal samples
• Moment convergence of powered normal extremes
• On the asymptotic behaviour of extremes and near maxima of random observations from the general error distributions
• On the rate of convergence of normal extremes
• Tail Behavior of the General Error Distribution
• Tail behavior and limit distribution of maximum of logarithmic general error distribution
• Tail properties and asymptotic expansions for the maximum of the logarithmic skew-normal distribution

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