Approximate moments of extremes
Approximate moments of extremes
Let $M_{n, i}$ be the ith largest of a random sample of size n from a cumulative distribution function F on $\mathbb{R} = (-\infty, \infty)$ . Fix $r \geq1$ and let $\mathbf{M}_{n} = ( M_{n, 1}, \ldots, M_{n, r} )^{\prime}$ . If there exist $b_{n}$ and $c_{n} > 0$ such …