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Higher-order expansions of powered extremes of logarithmic general error distribution
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维普
In this paper,Let Mn denote the maximum of logarithmic general error distribution with parameter v ≥ 1.Higher-order expansions for distributions of powered extremes Mpn are derived under an optimal choice of normalizing constants.It is shown that Mpn,when v=1,converges to the Fréchet extreme value distribution at the rate of 1/n,and if v＞1 then Mpn converges to the Gumbel extreme value distribution at the rate of(log log n)2/(log n)1-1/v.
logarithmic general error distributionconvergence ratehigher-order expansionpowered ex-treme
TAN Xiao-feng、LI Li-hui
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School of Mathematics and Statistics,Southwest University,Chongqing 400715,China
万方数据
维普
