Tail Properties and Asymptotic Expansions for the Maximum of the Logarithmic Skew-Normal Distribution

DOI10.1239/jap/1378401246zbMath1293.62036MaRDI QIDQ2854090

Xin Liao, Zuo Xiang Peng, Saralees Nadarajah

Publication date: 17 October 2013

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1378401246

zbMATH Keywords

maximum; extreme value distribution; pointwise convergence rate; subexponentiality; logarithmic skew-normal distribution

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

60F05: Central limit and other weak theorems

60G70: Extreme value theory; extremal stochastic processes

60F15: Strong limit theorems

Related Items

Expansions for moments of logarithmic skew-normal extremes, Tail behavior and extremes of the beta-normal distribution, Extremal properties of the skew-\(t\) distribution, Higher-order expansions of powered extremes of normal samples, On the norming constants for normal maxima, Asymptotic expansions of the moments of extremes from general error distribution, Distributional expansion of maximum from logarithmic general error distribution, Extremal properties of the beta-normal distribution, Higher-order expansions for distributions of extremes from general error distribution, Asymptotic expansions of powered skew-normal extremes, Rates of convergence of extremes from skew-normal samples

Cites Work

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• Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution