Complete asymptotic expansions for normal extremes

DOI10.1016/j.spl.2015.04.026zbMath1328.60069OpenAlexW2014445537MaRDI QIDQ893973

Saralees Nadarajah

Publication date: 23 November 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.04.026

zbMATH Keywords

normal distributionexpansionsBell polynomials

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items (2)

Asymptotic expansions for bivariate normal extremes ⋮ On multidimensional record patterns

Cites Work

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• The penultimate form of approximation to normal extremes
• Convergence rates for the ultimate and pentultimate approximations in extreme-value theory
• On the rate of convergence of normal extremes
• The rate of convergence of extremes of stationary normal sequences

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