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Higher-order expansions of powered extremes of logarithmic general error distribution

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摘要 In this paper,Let M_(n)denote the maximum of logarithmic general error distribution with parameter v≥1.Higher-order expansions for distributions of powered extremes M_(n)^(p)are derived under an optimal choice of normalizing constants.It is shown that M_(n)^(p),when v=1,converges to the Frechet extreme value distribution at the rate of 1/n,and if v>1 then M_(n)^(p)converges to the Gumbel extreme value distribution at the rate of(loglogn)^(2)=(log n)^(1-1/v).
出处 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2024年第1期47-54,共8页 高校应用数学学报(英文版)(B辑)
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