Asymptotic expansions for moments of skew-normal extremes

DOI10.1016/j.spl.2013.02.010zbMath1287.60038MaRDI 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 convergence; maximum; extreme value distribution; skew-normal distribution

Mathematics Subject Classification ID

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

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