Distributional expansions on extremes from skew-normal distribution under power normalization

DOI10.1007/s00362-016-0749-8zbMath1390.62020OpenAlexW2269417211MaRDI QIDQ1706457

Sha Jiang, Xin Liao, Ting-Ting Li

Publication date: 22 March 2018

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0749-8

zbMATH Keywords

maximumskew-normal distributionhigher-order expansionpower normalization

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Approximations to statistical distributions (nonasymptotic) (62E17)

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Uses Software

• sn

Cites Work

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• Expansions on extremes from logarithmic general error distribution under power normalization
• Asymptotic expansions for moments of skew-normal extremes
• On convergence of extremes under power normalization
• Rates of convergence of extreme for general error distribution under power normalization
• Comparison between the rates of convergence of extremes under linear and under power normalization
• Rates of convergence of extreme for STSD under power normalization
• On max domains of attraction of univariate \(p\)-max stable laws
• A note on domains of attraction of \(p\)-max stable laws
• Rates of convergence of extremes from skew-normal samples
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• On the rate of convergence of normal extremes

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