Complete asymptotic expansions for normal extremes

DOI10.1016/J.SPL.2015.04.026zbMATH Open1328.60069OpenAlexW2014445537MaRDI QIDQ893973FDOQ893973

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

Recommendations

• scientific article; zbMATH DE number 3517666
• Asymptotic expansions for bivariate normal extremes
• Asymptotic expansions of density of normalized extremes from logarithmic general error distribution
• A note on the asymptotic normality of sums of extreme values
• Expansions for log densities of asymptotically normal estimates
• Asymptotic expansions of powered skew-normal extremes
• Asymptotic expansions for moments of skew-normal extremes
• On the distribution of the maximum of the difference of independent renewal processes with discrete time
• Complete asymptotic expansions for the density function of \(t\)-distribution
• Normal approximation and asymptotic expansions.

zbMATH Keywords

normal distributionBell polynomialsexpansions

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Asymptotic distribution and moments of normal extremes
• On the rate of convergence of normal extremes
• Estimating probabilities for normal extremes
• Conditional limit results for type I polar distributions
• Asymptotics of the norm of elliptical random vectors
• Tail asymptotic expansions for \(L\)-statistics
• On the probability of conjunctions of stationary Gaussian processes
• The rate of convergence of extremes of stationary normal sequences
• Convergence rates for the ultimate and pentultimate approximations in extreme-value theory
• Penultimate limiting forms in extreme value theory
• Asymptotics for Kotz type III elliptical distributions
• The penultimate form of approximation to normal extremes

Cited In (4)

• Asymptotic expansions for bivariate normal extremes
• Title not available (Why is that?)
• Title not available (Why is that?)
• On multidimensional record patterns

This page was built for publication: Complete asymptotic expansions for normal extremes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q893973)