Extremal properties of the multivariate extended skew-normal distribution. Part B

DOI10.1016/j.spl.2018.11.031zbMath1412.62052arXiv1810.00680OpenAlexW4251805429MaRDI QIDQ1726901

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/1810.00680

zbMATH Keywords

distributionasymptotic independencemultivariatePickands dependence functionmultivariate maximummultivariate extreme-value distributioncoefficient of upper-tail dependencestable-tail dependence function

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05)

Related Items (3)

Extremal properties of the beta-normal distribution ⋮ Asymptotic expansions of powered skew-normal extremes ⋮ An overview on the progeny of the skew-normal family -- a personal perspective

Uses Software

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Cites Work

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• Statistics for near independence in multivariate extreme values
• Statistical Applications of the Multivariate Skew Normal Distribution
• Statistics of Extremes
• Extreme Value Distributions for the Skew-Symmetric Family of Distributions
• Maxima of skew elliptical triangular arrays

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