Distributional expansion of maximum from logarithmic general error distribution |
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| Authors: | Geng Yang Xin Liao Zuo-xiang Peng |
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| Affiliation: | 1.School of Mathematics and Statistics,Southwest University,Chongqing,China;2.Business School,University of Shanghai for Science and Technology,Shanghai,China |
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| 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. |
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