Asymptotic expansions of powered skew-normal extremes

DOI10.1016/j.spl.2019.108667zbMath1453.60104OpenAlexW2981493735MaRDI QIDQ2288820

Qian Xiong, Zuo Xiang Peng

Publication date: 20 January 2020

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

Full work available at URL: https://doi.org/10.1016/j.spl.2019.108667

zbMATH Keywords

rate of convergenceskew-normal distributionhigher-order expansionpowered extreme

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70)

Uses Software

• sn

Cites Work

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• Extreme Value Distributions for the Skew-Symmetric Family of Distributions

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