Distributional expansion of maximum from logarithmic general error distribution
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11766-016-3275-5.pdf
Reference13 articles.
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2. D Kortschak, E Hashorva. Efficient simulation of tail probabilities for sums of log-elliptical risks, J Comput Appl Math, 2013, 247: 53–67.
3. MR Leadbetter, G Lindgren, H Rootzén. Extremes and Related Properties of Random Sequences and Processed, Springer Verlag, New York, 1983.
4. X Liao, ZX Peng. Convergence rates of limit distribution of maxima of lognormal samples, J Math Anal Appl, 2012, 395: 643–653.
5. X Liao, ZX Peng, S Nadarajah. Tail behavior and limit distribution of maximum of logarithmic general error distribution, Comm Statist Theory Methods, 2014a, 43: 5276–5289.
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