Moments convergence of powered normal extremes
Statistics Theory
2016-07-11 v1 Statistics Theory
Abstract
In this paper, convergence for moments of powered normal extremes is considered under an optimal choice of normalizing constants. It is shown that the rates of convergence for normalized powered normal extremes depend on the power index. However, the dependence disappears for higher-order expansions of moments.
Cite
@article{arxiv.1607.02245,
title = {Moments convergence of powered normal extremes},
author = {Tingting Li and Zuoxiang Peng},
journal= {arXiv preprint arXiv:1607.02245},
year = {2016}
}