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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Main Authors:	Jianwen Huang, Shouquan Chen, Yanmin Liu
Format:	Article
Language:	English
Published:	SpringerOpen 2016-02-01
Series:	Journal of Inequalities and Applications
Subjects:	P-max stable laws logarithmic normal distribution maximum uniform convergence rate
Online Access:	http://link.springer.com/article/10.1186/s13660-016-0993-4

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spelling	doaj-8926b7494ff44f3cbc7864be78a4b5602020-11-24T21:52:39ZengSpringerOpenJournal of Inequalities and Applications1029-242X2016-02-012016111010.1186/s13660-016-0993-4Rates of convergence of lognormal extremes under power normalizationJianwen Huang0Shouquan Chen1Yanmin Liu2School of Mathematics and Computational Science, Zunyi Normal CollegeSchool of Mathematics and Statistics, Southwest UniversitySchool of Mathematics and Computational Science, Zunyi Normal CollegeAbstract 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 power normalization.http://link.springer.com/article/10.1186/s13660-016-0993-4P-max stable lawslogarithmic normal distributionmaximumuniform convergence rate
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Jianwen Huang Shouquan Chen Yanmin Liu
spellingShingle	Jianwen Huang Shouquan Chen Yanmin Liu Rates of convergence of lognormal extremes under power normalization Journal of Inequalities and Applications P-max stable laws logarithmic normal distribution maximum uniform convergence rate
author_facet	Jianwen Huang Shouquan Chen Yanmin Liu
author_sort	Jianwen Huang
title	Rates of convergence of lognormal extremes under power normalization
title_short	Rates of convergence of lognormal extremes under power normalization
title_full	Rates of convergence of lognormal extremes under power normalization
title_fullStr	Rates of convergence of lognormal extremes under power normalization
title_full_unstemmed	Rates of convergence of lognormal extremes under power normalization
title_sort	rates of convergence of lognormal extremes under power normalization
publisher	SpringerOpen
series	Journal of Inequalities and Applications
issn	1029-242X
publishDate	2016-02-01
description	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 power normalization.
topic	P-max stable laws logarithmic normal distribution maximum uniform convergence rate
url	http://link.springer.com/article/10.1186/s13660-016-0993-4
work_keys_str_mv	AT jianwenhuang ratesofconvergenceoflognormalextremesunderpowernormalization AT shouquanchen ratesofconvergenceoflognormalextremesunderpowernormalization AT yanminliu ratesofconvergenceoflognormalextremesunderpowernormalization
_version_	1725875585358495744

Rates of convergence of lognormal extremes under power normalization

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