| General Regular Variation of n-th Order and the 2nd Order Edgeworth Expansion of the Extreme Value Distribution （Ⅰ） |
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| 作者姓名： | Xiao Qian WANG Shi Hong CHENG |
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| 作者单位： | [1]School of Mathematical and Computer Science, Nanjing Normal University, Nanjing 210097, P. R. China [2]School of Mathematical Sciences, Peking University, Beijing 100871, P. R. China |
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| 摘 要： | In Part Ⅰ the concept of the general regular variation of n-th order is proposed and its construction is discussed. The uniqueness of the standard expression and the higher order regularity of the auxiliary functions are proved.
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| 关 键 词： | Edgeworth扩展 极限理论 极值分布 可测量函数 规则变量 |
| 收稿时间： | 2003-01-08 |
| 修稿时间： | 2003-01-082004-06-04 |
General Regular Variation of n–th Order and the 2nd Order
Edgeworth Expansion of the Extreme Value Distribution (I) |
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| Xiao Qian WANG Shi Hong CHENG.General Regular Variation of n–th Order and the 2nd Order
Edgeworth Expansion of the Extreme Value Distribution (I)[J].Acta Mathematica Sinica,2005,21(5):1121-1130. |
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| Authors: | Xiao Qian Wang Shi Hong Cheng |
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| Institution: | (1) School of Mathematical and Computer Science, Nanjing Normal University, Nanjing 210097, P. R. China;(2) School of Mathematical Sciences, Peking University, Beijing 100871, P. R. China |
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| Abstract: | In Part I the concept of the general regular variation of n–th order is proposed and its
construction is discussed. The uniqueness of the standard expression and the higher order regularity
of the auxiliary functions are proved. |
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| Keywords: | General regular variation Extreme value distribution Edgeworth expansion |
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