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

  • Xiao-feng Tan,
  • Li-hui Li

摘要

In this paper, Let Mn denote the maximum of logarithmic general error distribution with parameter v ≥ 1. Higher-order expansions for distributions of powered extremes \(M_n^p\) M n p are derived under an optimal choice of normalizing constants. It is shown that \(M_n^p\) M n p , when v = 1, converges to the Fréchet extreme value distribution at the rate of 1/n, and if v > 1 then \(M_n^p\) M n p converges to the Gumbel extreme value distribution at the rate of \({(\log \log n)^2}/{(\log n)^{1 - {1 \over v}}}\) .