CONVERGENCE-RATES FOR THE ULTIMATE AND PENTULTIMATE APPROXIMATIONS IN EXTREME-VALUE THEORY

被引：33

作者：

COHEN, JP ^{[1
]}

机构：

[1] UNIV LONDON IMPERIAL COLL SCI & TECHNOL,LONDON SW7 2AZ,ENGLAND

来源：

关键词：

D O I：

10.2307/1427026

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：833 / 854

页数：22

共 13 条

[1]

Abramowitz M., 1964, HDB MATH FUNCTIONS

[2] THE PENULTIMATE FORM OF APPROXIMATION TO NORMAL EXTREMES [J].

COHEN, JP .

[3]

de Haan L, 1970, MATH CTR TRACTS, V32

[4]

FISHERTIPETT, 1928, P CAMBRIDGE PHIL SOC, V24, P180

[5]

Galambos J., 1987, ASYMPTOTIC THEORY EX, V2nd

[6]

Gomes M.I., 1978, THESIS U SHEFFIELD

[7] ESTIMATING PROBABILITIES FOR NORMAL EXTREMES [J].

HALL, P .

[8] RATE OF CONVERGENCE OF NORMAL EXTREMES [J].

HALL, P .

[9]

Hall W. J., 1979, STAT NEERLANDICA, V33, P151, DOI [10.1111/j.1467-9574.1979.tb00671.x, DOI 10.1111/J.1467-9574.1979.TB00671.X]

[10] UNIFORM RATES OF CONVERGENCE IN EXTREME-VALUE THEORY [J].

SMITH, RL .