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General Regular Variation of the n–th Order and 2nd Order Edgeworth Expansions of the Extreme Value Distribution (II)

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Abstract

In this part II the fundamental inequality of the third order general regular variation is proved and the second order Edgeworth expansion of the distribution of the extreme values is discussed.

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Authors and Affiliations

  1. School of Mathematical and Computer Science, Nanjing Normal University, Nanjing 210097, P. R. China

    Xiao Qian Wang

  2. School of Mathematical Sciences, Peking University, Beijing 100871, P. R. China

    Shi Hong Cheng

Authors
  1. Xiao Qian Wang
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  2. Shi Hong Cheng
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Correspondence to Xiao Qian Wang.

Additional information

This work supported by the National Natural Science Foundation of China (Grand No. 10071003)

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Wang, X.Q., Cheng, S.H. General Regular Variation of the n–th Order and 2nd Order Edgeworth Expansions of the Extreme Value Distribution (II). Acta Math Sinica 22, 27–40 (2006). https://doi.org/10.1007/s10114-005-0566-9

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  • DOI: https://doi.org/10.1007/s10114-005-0566-9

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