Recent results on asymptotic expansions in extreme-value theory.
Presented at: Oberwolfach Meeting on Extreme Value Theory, Oberwolfach, Germany.
We present an overview of some current work on asymptotic expansions in extreme value theory. It is shown that in the case of local convergence the problem of obtaining an asymptotic expansion for the quantile function amounts to that of finding an expansion for the integral of a regularly varying function. The class of regularly varying functions of differentiable order k is introduced, and it is shown how one can develop expansions for such functions. Asymptotic expansions for distribution functions can in principle be obtained by inversion; in particular, we give conditions for the validity of the formal expansion of Uzgoren (1954) for the case F in D(λ).
|Type:||Conference item (UNSPECIFIED)|
|Title:||Recent results on asymptotic expansions in extreme-value theory|
|Event:||Oberwolfach Meeting on Extreme Value Theory|
|Dates:||06 December 1987 - 12 December 1987|
|UCL classification:||UCL > School of BEAMS > Faculty of Maths and Physical Sciences
UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science
Archive Staff Only