An Edgeworth Expansion of A Sum of Extreme Values

WANG Dongfa, CHENG Shihong

(School of Mathematical Sciences,Peking University,Beijing,100871)


Abstract:
Under the condition of second order generalized regular variation,the asymptotic expansions for the distribution of the sums of extreme values are obtained.

Key words:
sum of extreme values; regular variation; asymptotic expansion

£¨R.D.1999-06-14 P.D.2000-05-20 Vol.36 No.3 pp.316¡ª330£©



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