Extremal properties of the univariate extended skew-normal distribution. Part A.

DOI10.1016/j.spl.2018.09.018zbMath1412.62051arXiv1805.03316OpenAlexW2903060611WikidataQ128813955 ScholiaQ128813955MaRDI QIDQ1726895

Xianqiang Yang

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.03316

zbMATH Keywords

rates of convergencedomain of attractionGumbel distributionunivariatenormalising constantsvon Mises functiondistributioongeneralised extreme-value distributionMills' inequalities

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05)

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Uses Software

• sn

Cites Work

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• Multivariate extended skew-\(t\) distributions and related families
• Extremes and related properties of random sequences and processes
• Rates of convergence of extremes from skew-normal samples
• Statistical Applications of the Multivariate Skew Normal Distribution
• Statistics of Extremes

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