Abstract
In this short note, under power normalization we establish the higher-order expansions of probability density function and cumulative distribution function of maximum from logarithmic general error distribution.
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Acknowledgments
We would like to appreciate two referees for reading the paper and making helpful comments which greatly improved the paper. This work was supported by the National Natural Science Foundation of China (11171275), the Natural Science Foundation Project of CQ (cstc2012jjA00029), the Fundamental Research Funds for the Central Universities (XDJK2013C021, XDJK2014D020) and the Doctoral Grant of Southwest University (SWU113012).
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Yang, G., Li, T. Expansions on extremes from logarithmic general error distribution under power normalization. Stat Papers 57, 781–793 (2016). https://doi.org/10.1007/s00362-015-0679-x
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DOI: https://doi.org/10.1007/s00362-015-0679-x
Keywords
- Logarithmic general error distribution
- Higher-order expansion
- Power normalization
- \(p\)-max stable laws
- Maximum