Expansions for Quantiles and Multivariate Moments of Extremes for Heavy Tailed Distributions
(...)The study of the asymptotes of the moments of Xn,r has been of considerable interest. McCord [12] gave a first approximation to the moments of Xn,1 for three classes. This showed that a moment of Xn,1 can behave like any positive power of n or n1 = log n. (Here, log is to the base e.) Pickands...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2017-01-01
|
| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/202 |