Asymptotic properties for distributions and densities of extremes from generalized gamma distribution
- Authors
- Type
- Published Article
- Journal
- Journal of the Korean Statistical Society
- Publisher
- Springer Singapore
- Publication Date
- Oct 20, 2015
- Volume
- 45
- Issue
- 2
- Pages
- 188–198
- Identifiers
- DOI: 10.1016/j.jkss.2015.09.005
- Source
- Springer Nature
- Keywords
- License
- Yellow
Abstract
For a generalized gamma random sequence, some fundamental properties and convergence rates of the distribution of its partial maximum to the Gumbel extreme value distribution are derived. The asymptotic expansions for the distribution and density of maximum from generalized gamma distribution are given under an optimal choice of normalizing constants.
