Asymptotic expansions of the moments of extremes from general error distribution

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:422

Article

Jia, Pu¹  Liao, Xin¹  Peng, Zuoxiang¹ 

[1] Southwest Univ, Sch Math & Stat, Chongqing 400715, Peoples R China

关键词: Expansion of moment;    Extreme value distribution;    Maximum;    General error distribution;   

DOI  :  10.1016/j.jmaa.2014.09.030

来源: Elsevier

【 摘 要 】

In this paper, we derive the asymptotic expansions of the moments of normalized partial maxima for general error distribution. A byproduct is to deduce the convergence rates of the moments of normalized maxima to the moments of the corresponding extreme value distribution. (C) 2014 Elsevier Inc. All rights reserved.

【 授权许可】

Free