Extremal properties of the skew-\(t\) distribution

DOI10.1016/j.spl.2016.01.017zbMath1384.62053MaRDI QIDQ273767

Chunqiao Li, Saralees Nadarajah, Zuo Xiang Peng

Publication date: 22 April 2016

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

Full work available at URL: https://doi.org/10.1016/j.spl.2016.01.017

zbMATH Keywords

extreme value distribution; skew-\(t\) distribution; higher order expansion

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

60G70: Extreme value theory; extremal stochastic processes

Related Items

Extremal Properties and Tail Asymptotic of Alpha-Skew-Normal Distribution, Closure properties of \(O\)-exponential distributions, Extremal properties of the multivariate extended skew-normal distribution. Part B, Extremal properties of the beta-normal distribution

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