General regular variation of the n-th order and 2nd order edgeworth expansions of the extreme value distribution (II)

被引:7
|
作者
Wang, XQ [1 ]
Cheng, SH
机构
[1] Nanjing Normal Univ, Sch Math & Comp Sci, Nanjing 210097, Peoples R China
[2] Peking Univ, Sch Math Sci, Beijing 100871, Peoples R China
基金
中国国家自然科学基金;
关键词
general regular variation; extreme value distribution; edgeworth expansion;
D O I
10.1007/s10114-005-0566-9
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this part II the fundamental inequality of the third order general regular variation is proved and the second order Edgeworth expansion of the distribution of the extreme values is discussed.
引用
收藏
页码:27 / 40
页数:14
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