Asymptotic expansions for moments of skew-normal extremes

DOI10.1016/J.SPL.2013.02.010zbMath1287.60038OpenAlexW1982913737MaRDI QIDQ385084

Xin Liao, Saralees Nadarajah, Zuo Xiang Peng

Publication date: 29 November 2013

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

Full work available at URL: https://doi.org/10.1016/j.spl.2013.02.010

zbMATH Keywords

rate of convergencemaximumextreme value distributionskew-normal distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

Related Items (12)

Density expansions of extremes from general error distribution with applications ⋮ Extremal properties of the skew-\(t\) distribution ⋮ Expansions for moments of logarithmic skew-normal extremes ⋮ Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization ⋮ Bootstrap inference on the Behrens–Fisher-type problem for the skew-normal population under dependent samples ⋮ Distributional expansions on extremes from skew-normal distribution under power normalization ⋮ Asymptotic expansions of the moments of extremes from general error distribution ⋮ Higher order expansion for moments of extreme for generalized Maxwell distribution ⋮ Moment convergence of powered normal extremes ⋮ Distributional expansion of maximum from logarithmic general error distribution ⋮ The exact density of the sum of independent skew normal random variables ⋮ Asymptotic expansions of powered skew-normal extremes

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• Bayesian analysis of longitudinal ordered data with flexible random effects using McMC: application to diabetic macular Edema data
• On Asymptotic Moments of Extreme Statistics
• Moment Convergence of Sample Extremes

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