Rates of convergence of lognormal extremes under power normalization

Abstract Let { X n , n ≥ 1 } $\{X_{n},n\geq1\}$ be an independent and identically distributed random sequence with common distribution F obeying the lognormal distribution. In this paper, we obtain the exact uniform convergence rate of the distribution of maxima to its extreme value limit under powe...

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Bibliographic Details
Main Authors: Jianwen Huang, Shouquan Chen, Yanmin Liu
Format: Article
Language:English
Published: SpringerOpen 2016-02-01
Series:Journal of Inequalities and Applications
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13660-016-0993-4