Expansions on extremes from logarithmic general error distribution under power normalization

Geng Yang and Tingting Li ()
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Geng Yang: Southwest University
Tingting Li: Southwest University

Statistical Papers, 2016, vol. 57, issue 3, No 12, 793 pages

Abstract: 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.

Keywords: Logarithmic general error distribution; Higher-order expansion; Power normalization; $$p$$ p -max stable laws; Maximum; Primary 62G70; Secondary 60F15 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s00362-015-0679-x

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