Asymptotic expansions of the moments of extremes from general error distribution |
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| Authors: | Pu Jia Xin LiaoZuoxiang Peng |
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| Affiliation: | School of Mathematics and Statistics, Southwest University, Chongqing, 400715, China |
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| Abstract: | In this paper, we derive the asymptotic expansions of the moments of normalized partial maxima for general error distribution. A byproduct is to deduce the convergence rates of the moments of normalized maxima to the moments of the corresponding extreme value distribution. |
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| Keywords: | Expansion of moment Extreme value distribution Maximum General error distribution |
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