Asymptotic expansions of density of normalized extremes from logarithmic general error distribution |
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| Authors: | Shouquan Chen Lingling Du |
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| Affiliation: | School of Mathematics and Statistics, Southwest University, Chongqing, China |
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| Abstract: | Logarithmic general error distribution is an extension of the log-normal distribution. In this paper, the asymptotic expansions of densities of normalized maximum from logarithmic general error distribution are derived under two different kinds of normalized constants. By applying the main results, the higher-order expansions of moments of maxima are established. |
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| Keywords: | Density expansion expansion of moment extreme value distribution logarithmic general error distribution |
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