The penultimate form of approximation to normal extremes

DOI10.2307/1426524MaRDI QIDQ3946962zbMATH OpenOpenAlexFDO

Authors Jonathan Cohen

Publication date 1982

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1426524

zbMATH Keywords

extreme value distributionnormal distributionrate of convergencestationary Gaussian sequence

Mathematics Subject Classification ID

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

Cited in

(12)

• Penultimate versus ultimate in statistical theory of extremes. A simulation study
• Rates of convergence in multivariate extreme value theory
• Penultimate limiting forms in extreme value theory
• Bayesian inference for extremes: accounting for the three extremal types
• Second-order expansion for the maximum of some stationary Gaussian sequences.
• Approxmating the distribution of the maximum of a dependent stationary sequence based on estimatimates from a genrating function
• scientific article; zbMATH DE number 4064244 (Why is no real title available?)
• Convergence rate of extremes for the general error distribution
• Improved convergence rates of normal extremes
• Statistical field theory for Markov decision processes under uncertainty
• Autoregressive conditional dynamic semivariance models with value-at-risk estimates
• Complete asymptotic expansions for normal extremes

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