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Distributional expansion of maximum from logarithmic general error distribution

Distributional expansion of maximum from logarithmic general error distribution Logarithmic general error distribution is an extension of lognormal distribution. In this paper, with optimal norming constants the higher-order expansion of distribution of partial maximum of logarithmic general error distribution is derived. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics-A Journal of Chinese Universities Springer Journals

Distributional expansion of maximum from logarithmic general error distribution

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Publisher
Springer Journals
Copyright
Copyright © 2016 by Editorial Committee of Applied Mathematics-A Journal of Chinese Universities and Springer-Verlag Berlin Heidelberg
Subject
Mathematics; Mathematics, general; Applications of Mathematics
ISSN
1005-1031
eISSN
1993-0445
DOI
10.1007/s11766-016-3275-5
Publisher site
See Article on Publisher Site

Abstract

Logarithmic general error distribution is an extension of lognormal distribution. In this paper, with optimal norming constants the higher-order expansion of distribution of partial maximum of logarithmic general error distribution is derived.

Journal

Applied Mathematics-A Journal of Chinese Universities – Springer Journals

Published: Jun 5, 2016

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