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

DOI10.1016/j.spl.2018.09.018zbMath1412.62051arXiv1805.03316MaRDI 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 convergence; domain of attraction; Gumbel distribution; univariate; normalising constants; von Mises function; distributioon; generalised extreme-value distribution; Mills' inequalities

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62E15: Exact distribution theory in statistics

62G30: Order statistics; empirical distribution functions

62G32: Statistics of extreme values; tail inference

60E05: Probability distributions: general theory

Uses Software

• sn