References
- S. Chen, C. Wang, and G. Zhang, Rates of convergence of extreme for general error distribution under power normalization, Statist. Probab. Lett. 82 (2012), no. 2, 385-395. https://doi.org/10.1016/j.spl.2011.10.019
- S. Cheng and C. Jiang, The Edgeworth expansion for distributions of extreme values, Sci. China Math. 44 (2001), no. 4, 427-437. https://doi.org/10.1007/BF02881879
- L. de Haan and A. Ferreira, Extreme Value Theory: An Introduction, Springer, New York, 2006.
- L. de Haan and S. I. Resnick, Second-order regular variation and rates of convergence in extreme-value theory, Ann. Probab. 24 (1996), no. 1, 97-124. https://doi.org/10.1214/aop/1042644709
- P. Embrechts, C. Kluppelberg, and T. Mikosch, Modelling Extreme Events for Insurance and Finance, Springer, Berlin, 1997.
- M. Falk, J. Hussler, and R. D. Reiss, Laws of Small Numbers: Extremes and Rare Events, Birkhauser, Switzerland, 2004.
- B. V. Gnedenko, Sur la distribution limite du terme maximum d'une serie aleatoire, Ann. Math. 44 (1943), 423-453. https://doi.org/10.2307/1968974
- P. Hall, On the rate of convergence of normal extremes, J. Appl. Probab. 16 (1979), no. 2, 433-439. https://doi.org/10.1017/S0021900200046647
- W. J. Hall and J. A. Wellner, The rate of convergence in law of the maximum of an exponential sample, Stat. Neerl. 33 (1979), no. 3, 151-154. https://doi.org/10.1111/j.1467-9574.1979.tb00671.x
- S. Kotz and S. Nadarajah, Extreme Value Distributions: Theory and Applications, Imperial College Press, London, 2000.
- M. R. Leadbetter, G. Lindgren, and H. Rootzen, Extremes and Related Properties of Random Sequences and Processes, Springer, New York, 1983.
- X. Liao and Z. Peng, Convergence rates of limit distribution of maxima of lognormal samples, J. Math. Anal. Appl. 395 (2012), no. 2, 643-653. https://doi.org/10.1016/j.jmaa.2012.05.077
- X. Liao, Z. Peng, and S. Nadarajah, Tail properties and asymptotic expansions for the maximum of the logarithmic skew-normal distribution, J. Appl. Probab. 50 (2013), no. 3, 900-907. https://doi.org/10.1017/S0021900200009943
- X. Liao, Z. Peng, S. Nadarajah, and X. Wang, Rates of convergence of extremes from skew-normal samples, Statist. Probab. Lett. 84 (2014), 40-47. https://doi.org/10.1016/j.spl.2013.09.027
- F. Lin and Y. Jiang, A general version of the short-tailed symmetric distribution, Comm. Statist. Theory Methods 41 (2012), no. 12, 2088-2095. https://doi.org/10.1080/03610926.2011.556297
- F. Lin and Z. Peng, Tail behavior and extremes of short-tailed symmetric distribution, Comm. Statist. Theory Methods 39 (2010), no. 15, 2811-2817. https://doi.org/10.1080/03610920903132087
- F. Lin, X. Zhang, Z. Peng, and Y. Jiang, On the rate of convergence of STSD extremes, Comm. Statist. Theory Methods 40 (2011), no. 10, 1795-1806. https://doi.org/10.1080/03610921003695726
- Z. Peng, S. Nadarajah, and F. Lin, Convergence rate of extremes for the general error distribution, J. Appl. Probab. 47 (2010), no. 3, 668-679. https://doi.org/10.1017/S0021900200006999
- Z. Peng, B. Tong, and S. Nadarajah, Tail behavior of the general error distribution, Comm. Statist. Theory Methods 38 (2009), no. 11-12, 1884-1892. https://doi.org/10.1080/03610920802478367
- S. I. Resnick, Extreme values, Regular Variation and Point Processes, Springer, New York, 1987.
- M. L. Tiku and D. C. Vaughan, A family of short-tailed symmetric distributions, Technical Report, McMaster University, Canada, 1999.