Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6418167 | Journal of Mathematical Analysis and Applications | 2015 | 15 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Pu Jia, Xin Liao, Zuoxiang Peng,