Expansions on extremes from logarithmic general error distribution under power normalization

被引：3
|
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
收藏
页码：781 / 793
页数：13
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