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Volumn 21, Issue 5, 2005, Pages 1121-1130

General regular variation of n-th order and the 2nd order edgeworth expansion of the extreme value distribution (I)

Author keywords

Edgeworth expansion; Extreme value distribution; General regular variation

Indexed keywords


EID: 27144531190     PISSN: 14398516     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10114-004-0486-0     Document Type: Article
Times cited : (11)

References (12)
  • 1
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    • Karamata, J.: Sur un mode de croissance régulière des fonctions. Mathematica (Cluj), 4, 38-53 (1930)
    • (1930) Mathematica (Cluj) , vol.4 , pp. 38-53
    • Karamata, J.1
  • 2
    • 0003021174 scopus 로고
    • Sur un mode de croissance régulière, Théorè mes fondamentaux
    • Karamata, J.: Sur un mode de croissance régulière, Théorèmes fondamentaux. Bull. Soc. Math. France, 61, 55-62 (1933)
    • (1933) Bull. Soc. Math. France , vol.61 , pp. 55-62
    • Karamata, J.1
  • 5
    • 0003248852 scopus 로고
    • On regular variation and its application to the weak convergence of sample extremes
    • Amsterdam: Math Centrum
    • de Haan, L.: On regular variation and its application to the weak convergence of sample extremes, Math. Centre Tract 32, Amsterdam: Math Centrum, 1970
    • (1970) Math. Centre Tract , vol.32
    • De Haan, L.1
  • 6
    • 0011631812 scopus 로고
    • Extreme values, regular variation, and point processes
    • New York
    • Resnick, S. I.: Extreme values, regular variation, and point processes. Appl. Prob. Springer, New York, 4 (1987)
    • (1987) Appl. Prob. Springer , vol.4
    • Resnick, S.I.1
  • 7
    • 0003326493 scopus 로고
    • Regular variation, extensions and Tauberian theorems
    • Amsterdam: Center for Mathematics and Computer Science
    • Geluk, J. L., de Haan, L.: Regular Variation, Extensions and Tauberian Theorems, CWI Tract 40, Amsterdam: Center for Mathematics and Computer Science, 1987
    • (1987) CWI Tract , vol.40
    • Geluk, J.L.1    De Haan, L.2
  • 8
    • 27144534620 scopus 로고    scopus 로고
    • General regular variation and its inverse function
    • in Chinese
    • Wang, X. Q., Cheng, S. H.: General regular variation and its inverse function. J. Peking University (Science), 38(3), 303-311 (2002)(in Chinese)
    • (2002) J. Peking University (Science) , vol.38 , Issue.3 , pp. 303-311
    • Wang, X.Q.1    Cheng, S.H.2
  • 9
    • 0003062471 scopus 로고
    • Slow variation with remainder: Theroy and applications
    • Goldie, C. H., Smith, R. L.: Slow variation with remainder: theroy and applications. Quart. J. Math., 38, 1-27 (1987)
    • (1987) Quart. J. Math. , vol.38 , pp. 1-27
    • Goldie, C.H.1    Smith, R.L.2
  • 10
    • 84963001807 scopus 로고
    • ∏-Variation with remainder
    • Omey, E., Willekens, E.: ∏-Variation with Remainder. J. London. Math. Soc., 37(2), 105-118 (1988)
    • (1988) J. London. Math. Soc. , vol.37 , Issue.2 , pp. 105-118
    • Omey, E.1    Willekens, E.2
  • 12
    • 0035307233 scopus 로고    scopus 로고
    • The edgeworth expansion for distributions of extreme values
    • Cheng, S., Jiang, C.: The edgeworth expansion for distributions of extreme values. Science in China (Series A), 44, 427-437 (2001)
    • (2001) Science in China (Series A) , vol.44 , pp. 427-437
    • Cheng, S.1    Jiang, C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.