Rates of convergence of extreme for asymmetric normal distribution

DOI10.1016/j.spl.2013.10.003zbMath1296.60072MaRDI QIDQ2444392

Shouquan Chen, Jian-Wen Huang

Publication date: 9 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.spl.2013.10.003

zbMATH Keywords

maximum; minimum; extreme value distribution; uniform convergence rate; asymmetric normal distribution

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

60F15: Strong limit theorems

Related Items

Extremal Properties and Tail Asymptotic of Alpha-Skew-Normal Distribution, Multivariate expectile-based distribution: properties, Bayesian inference, and applications, Higher-order expansions of powered extremes of normal samples

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