General Regular Variation of the nth Order and 2nd Order Edgeworth Expansions of the Extreme Value Distribution (II)

Authors
Wang, Xiao Qian Cheng, Shi Hong
Citation
Wang, Xiao Qian et Cheng, Shi Hong, General Regular Variation of the nth Order and 2nd Order Edgeworth Expansions of the Extreme Value Distribution (II), Acta mathematica Sinica. English series (Print) , 22(1), 2006, pp. 27-40
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
22
Issue
1
Year of publication
2006
Pages
27 - 40
Database
ACNP
SICI code
Abstract
In this part II the fundamental inequality of the third order general regular variation is proved and the second order Edgeworth expansion of the distribution of the extreme values is discussed.