ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION-FUNCTIONS OF PICKANDS-TYPEESTIMATORS

Authors
PAN JZ CHENG SH
Citation
Jz. Pan et Sh. Cheng, ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION-FUNCTIONS OF PICKANDS-TYPEESTIMATORS, Science in China. Series A, Mathematics, Physics, Astronomy & Technological Sciences, 41(8), 1998, pp. 785-800
Citations number
10
Categorie Soggetti
Multidisciplinary Sciences
Journal title
Science in China. Series A, Mathematics, Physics, Astronomy & Technological Sciences → ACNP
ISSN journal
10016511
Volume
41
Issue
8
Year of publication
1998
Pages
785 - 800
Database
ISI
SICI code
1001-6511(1998)41:8<785:AEFTDO>2.0.ZU;2-A
Abstract
The asymptotic expansions for the distribution functions of Pickands-t ype estimators in extreme statistics are obtained. In addition, severa l useful results on regular variation and intermediate order statistic s are presented.