Rates of convergence of lognormal extremes under power normalization
Abstract Let { X n , n ≥ 1 } $\{X_{n},n\geq1\}$ be an independent and identically distributed random sequence with common distribution F obeying the lognormal distribution. In this paper, we obtain the exact uniform convergence rate of the distribution of maxima to its extreme value limit under powe...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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SpringerOpen
2016-02-01
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| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13660-016-0993-4 |
| _version_ | 1818153338045202432 |
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| author | Jianwen Huang Shouquan Chen Yanmin Liu |
| author_facet | Jianwen Huang Shouquan Chen Yanmin Liu |
| author_sort | Jianwen Huang |
| collection | DOAJ |
| description | Abstract Let { X n , n ≥ 1 } $\{X_{n},n\geq1\}$ be an independent and identically distributed random sequence with common distribution F obeying the lognormal distribution. In this paper, we obtain the exact uniform convergence rate of the distribution of maxima to its extreme value limit under power normalization. |
| first_indexed | 2024-12-11T14:09:01Z |
| format | Article |
| id | doaj.art-8926b7494ff44f3cbc7864be78a4b560 |
| institution | Directory Open Access Journal |
| issn | 1029-242X |
| language | English |
| last_indexed | 2024-12-11T14:09:01Z |
| publishDate | 2016-02-01 |
| publisher | SpringerOpen |
| record_format | Article |
| series | Journal of Inequalities and Applications |
| spelling | doaj.art-8926b7494ff44f3cbc7864be78a4b5602022-12-22T01:03:31ZengSpringerOpenJournal of Inequalities and Applications1029-242X2016-02-012016111010.1186/s13660-016-0993-4Rates of convergence of lognormal extremes under power normalizationJianwen Huang0Shouquan Chen1Yanmin Liu2School of Mathematics and Computational Science, Zunyi Normal CollegeSchool of Mathematics and Statistics, Southwest UniversitySchool of Mathematics and Computational Science, Zunyi Normal CollegeAbstract Let { X n , n ≥ 1 } $\{X_{n},n\geq1\}$ be an independent and identically distributed random sequence with common distribution F obeying the lognormal distribution. In this paper, we obtain the exact uniform convergence rate of the distribution of maxima to its extreme value limit under power normalization.http://link.springer.com/article/10.1186/s13660-016-0993-4P-max stable lawslogarithmic normal distributionmaximumuniform convergence rate |
| spellingShingle | Jianwen Huang Shouquan Chen Yanmin Liu Rates of convergence of lognormal extremes under power normalization Journal of Inequalities and Applications P-max stable laws logarithmic normal distribution maximum uniform convergence rate |
| title | Rates of convergence of lognormal extremes under power normalization |
| title_full | Rates of convergence of lognormal extremes under power normalization |
| title_fullStr | Rates of convergence of lognormal extremes under power normalization |
| title_full_unstemmed | Rates of convergence of lognormal extremes under power normalization |
| title_short | Rates of convergence of lognormal extremes under power normalization |
| title_sort | rates of convergence of lognormal extremes under power normalization |
| topic | P-max stable laws logarithmic normal distribution maximum uniform convergence rate |
| url | http://link.springer.com/article/10.1186/s13660-016-0993-4 |
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