Expansions on extremes from logarithmic general error distribution under power normalization

被引：2

作者：

Yang, Geng ^{[1
]}

Li, Tingting ^{[1
]}

机构：

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

来源：

STATISTICAL PAPERS | 2016年 / 57卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Logarithmic general error distribution; Higher-order expansion; Power normalization; p-max stable laws; Maximum; MAX-STABLE LAWS; LIMIT DISTRIBUTION; CONVERGENCE; RATES; SAMPLES;

D O I：

10.1007/s00362-015-0679-x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this short note, under power normalization we establish the higher-order expansions of probability density function and cumulative distribution function of maximum from logarithmic general error distribution.

引用

页码：781 / 793

页数：13

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