Tail Properties and Asymptotic Expansions for the Maximum of the Logarithmic Skew-Normal Distribution
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Publication:2854090
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
maximum; extreme value distribution; pointwise convergence rate; subexponentiality; logarithmic skew-normal distribution
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
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