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The Edgeworth expansion for distributions of extreme values
Authors:Cheng Shihong  JIANG Changguo
Affiliation:School of Mathematical Sciences, Peking University,
Abstract:We present necessary and sufficient conditions of Edgeworth expansion for distributions of extreme values. As a corollary, rates of the uniform convergence for distributions of extreme values are obtained.
Keywords:regular variation of second order  Edgeworth expansion  rate of uniform convergence
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