Higher order expansion for moments of extreme for generalized Maxwell distribution

In this paper, the higher order asymptotic expansion of the moments of extreme from generalized Maxwell distribution is gained, by which one establishes the rate of convergence of the moment of the normalized partial maximum to the moment of the associated Gumbel extreme value distribution.

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Bibliographic Details
Published in:Communications in statistics. Theory and methods 2018-07, Vol.47 (14), p.3441-3452
Main Authors: Huang, Jianwen, Wang, Jianjun, Luo, Guowang, Pu, Hao
Format: Article
Language:English
Subjects:
Asymptotic series
Extreme values
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Description
Summary:In this paper, the higher order asymptotic expansion of the moments of extreme from generalized Maxwell distribution is gained, by which one establishes the rate of convergence of the moment of the normalized partial maximum to the moment of the associated Gumbel extreme value distribution.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610926.2017.1359293