General regular variation of n-th order and the 2nd order -: Edgeworth expansion of the extreme value distribution (I)

被引：6
|
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
来源：
ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2005年 / 21卷 / 05期
关键词：
general regular variation; extreme value distribution; Edgeworth expansion;
D O I：
10.1007/s10114-004-0486-0
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In Part I the concept of the general regular variation of n-th order is proposed and its construction is discussed. The uniqueness of the standard expression and the higher order regularity of the auxiliary functions are proved.
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页码：1121 / 1130
页数：10
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