Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present

Citation
S. Withers, Christopher et Nadarajah, Saralees, Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present, Acta mathematica Sinica. English series (Print) , 31(3), 2015, pp. 526-542
ISSN journal
14398516
Volume
31
Issue
3
Year of publication
2015
Pages
526 - 542
Database
ACNP
SICI code
Abstract
We give expansions about the Gumbel distribution in inverse powers of n and log n for M n , the maximum of a sample size n or n+1 when the j-th observation is .(jn)+ej, µ is any smooth trend function and the residuals {e j } are independent and identically distributed with $P(e > r) \approx \exp ( - \delta x)x^{d_0 } \sum\limits_{k = 1}^\infty {c_k x^{ - k\beta } } $ as x... We illustrate practical value of the expansions using simulated data sets.