Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization
In this article, the higher order asymptotic expansions of cumulative distribution function and probability density function of extremes for generalized Maxwell distribution are established under nonlinear normalization. As corollaries, the convergence rates of the distribution and density of maximum are obtained under nonlinear normalization.
关键词:
higher order expansion ,
extreme, generalized Maxwell distribution ,
nonlinear normalization