Moment convergence of powered normal extremes

Tingting Li and Zuoxiang Peng

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 14, 3453-3463

Abstract: In this article, convergence for moments of powered normal extremes is considered under an optimal choice of normalizing constants. It is shown that the rates of convergence for normalized powered normal extremes depend on the power index. However, the dependence disappears for higher-order expansions of moments.

Date: 2018
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DOI: 10.1080/03610926.2017.1359294

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