欢迎您!
东篱公司
退出
申报数据库
申报指南
立项数据库
成果数据库
期刊论文
会议论文
著 作
专 利
项目获奖数据库
位置:
成果数据库
>
期刊
> 期刊详情页
Convergence rates of limit distribution of maxima of lognormal samples
ISSN号:0022-247X
期刊名称:Journal of Mathematical Analysis and Applications
时间:2012.11.15
页码:643-653
相关项目:随机序列与过程的极值理论研究
作者:
Liao Xin|Peng Zuoxiang|
同期刊论文项目
随机序列与过程的极值理论研究
期刊论文 65
同项目期刊论文
基于Matlab的Poisson分布随机数的Monte carlo模拟
沪深股市厚尾特征及VaR估计
The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequen
Almost Sure Central Limit Theorem for Partial Sums of Markov Chain
Convergence rates for the moments of extremes
Location invariant Weiss-Hill estimator
Limiting distributions of extreme order statistics under power normalization and random index
Von Mises条件下的p-max稳定律
中国股市波动过程分析
离散型随机变量幂赋范最大值的极限分布
Asymptotics of maxima of strongly dependent Gaussian pocesses
Almost sure central limit theorems of partial sums and maxima from complete and incomplete samples o
Joint limit distributions of exceedances point processes and partial sums of gaussian vector sequenc
Asymptotic expansions for moments of skew-normal extremes
Asymptotics of maaxima of strongly dependent Gaussian processes
On Piterbarg theorem for maxima of stationary Gaussian sequence
Tail behavior and extremes of logGED distribution
Convergence rate of extremes from Maxwell sample
Tail properties and asymptotic expansions for the maximum of logarithmic skew-normal distribution
Density expansions of extremes from general error distribution with applications
Rates of convergence of extreme for asymmetric normal distribution
On convergence of extremes under power normalization under power normalization
Modelling of censored bivariate extremal events
Higher-order expansions of distributions of maxima in a Husler-Reiss model
A unified representation of p-max stable distributions
Convergence rate of maxima of bivariate Gaussian arrays to the Husler-Reiss distribution
Tail dependence for two skew slash distributions
Asymptotics of minima and maxima of Husler-Reiss bivariate Gaussian arrays
Higher-order expansions for distributions of extremes from general error distribution
Distributional expansion of maximum from general error distribution
New criteria for a distribution belonging to the domain of attraction of extreme value distribution
Rates of convergence of extreme for STSD under power normalization
有限混合偏正态极值的极限分布
t分布的极值分布渐近展开
Almost sure limit theorem for the maximum of a class of quasi-stationary sequences
多维高斯序列最大值与最小值的几乎处处收敛定理
Second-order tail asymptotics of deflated risks
偏正态逻辑斯蒂分布的尾部特征
有限混合短尾对称分布的极值分布
Maxima of skew elliptical triangular arrays
Extremes of order statistics of stationary processes
Dynamic bivariate normal copula
Higher-order expansions of powered extremes of normal samples
Asymptotic properties for distributions and densities of extremes from generalized gamma distributio
On large deviations of extremes under power normalization
自相似随机过程的顺序统计量的极值
Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion
Expansions on extremes from logarithmic general error distribution under power normalization
Tail asymptotic expansions for L-statistics
Limt properties of exceedances point processes of scaled stationary Gaussian sequences
Rates of convergence of extremes from skew-normal samples
On convergence of extremes under power normalization
A unified representation of p-max stable distribution
Second-order asymptotics for convolution of distributions with light tails
De-Haan type conditions for max domains of attraction
构造分布条件矩的收敛速度
对数广义误差分布极值的收敛速度