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

作　　者：TAN Xiao-feng LI Li-hui 

机构地区：[1]School of Mathematics and Statistics,Southwest University,Chongqing 400715,China

出　　处：《Applied Mathematics(A Journal of Chinese Universities)》2024年第1期47-54,共8页高校应用数学学报（英文版）（B辑）

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).

关 键 词：logarithmic general error distribution convergence rate higher-order expansion powered ex-treme 

分 类 号：O211.3[理学—概率论与数理统计]