General Regular Variation of the n-th Order and 2nd Order Edgeworth Expansions of the Extreme Value Distribution (Ⅱ)  

General Regular Variation of the n-th Order and 2nd Order Edgeworth Expansions of the Extreme Value Distribution (Ⅱ)

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作  者:Xiao Qian WANG Shi Hong CHENG 

机构地区:[1]School of Mathematical and Computer Science, Nanjing Normal University, Nanjing 210097, P. R. China [2]School of Mathematical Sciences, Peking University, Beijing 100871, P, R, China

出  处:《Acta Mathematica Sinica,English Series》2006年第1期27-40,共14页数学学报(英文版)

基  金:This work supported by the National Natural Science Foundation of China (Grand No. 10071003)

摘  要:In this part II the fundamental inequality of the third order general regular variation is proved and the second order Edgeworth expansion of the distribution of the extreme values is discussed.In this part II the fundamental inequality of the third order general regular variation is proved and the second order Edgeworth expansion of the distribution of the extreme values is discussed.

关 键 词:General regular variation Extreme value distribution Edgeworth Expansion 

分 类 号:O178[理学—数学]

 

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