Rates of convergence of powered order statistics from general error distribution
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Cites work
- Asymptotic distribution and moments of normal extremes
- Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
- Conditional Heteroskedasticity in Asset Returns: A New Approach
- Convergence rate of extremes for the general error distribution
- Convergence rate of maxima of bivariate Gaussian arrays to the Hüsler-Reiss distribution
- Convergence rates of limit distribution of maxima of lognormal samples
- Dynamic bivariate normal copula
- Estimating probabilities for normal extremes
- Extremes and related properties of random sequences and processes
- Higher-order expansions for distributions of extremes from general error distribution
- Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
- Higher-order expansions of powered extremes of normal samples
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays
- Moment convergence of powered normal extremes
- New extreme value theory for maxima of maxima
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
- On the rate of convergence of normal extremes
- Rates of convergence of extremes from skew-normal samples
- Tail behavior and limit distribution of maximum of logarithmic general error distribution
- Tail Behavior of the General Error Distribution
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