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The Edgeworth expansion for distributions of extreme values

  • Shihong Cheng
  • Changguo Jiang
Article

Abstract

We present necessary and sufficient conditions of Edgeworth expansion for distributions of extreme values. As a corollary, rates of the uniform convergence for distributions of extreme values are obtained.

Keywords

regular variation of second order Edgeworth expansion rate of uniform convergence 

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Copyright information

© Science in China Press 2001

Authors and Affiliations

  1. 1.School of Mathematical SciencesPeking UniversityBeijingChina

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