Higher-order expansions for distributions of extremes from general error distribution

Journal of inequalities and applications

Pu Jia¹ 

关键词: expansion;    extreme;    general error distribution;   

DOI  :  10.1186/1029-242X-2014-213

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

In this short note, with optimal normalizing constants, the higher-order expansion for a distribution of normalized partial maximum from the general error distribution is derived, by which one deduces the associate convergence rate of the distribution of the extreme to the Gumbel extreme value distribution. MSC:62E20, 60E05, 60F15, 60G15.

【 授权许可】

CC BY