On the approximation of the tail probability of the scalar skew-normal distribution

DOI10.1007/BF03263541MaRDI QIDQ478220zbMATH OpenFDO

Authors Antonella Capitanio

Publication date 3 December 2014

Published in Metron (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF03263541

zbMATH Keywords

normal distribution functionskew-normal distributiontail probability

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20)

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Cites work

• Extreme Value Distributions for the Skew-Symmetric Family of Distributions
• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• The multivariate skew-normal distribution

Cited in

(10)

• A note on regions of given probability of the skew-normal distribution
• Quantile function expansion using regularly varying functions
• A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions
• Heuristically deciding between normal and skew normal distributions for describing the data on a response variable and an explanatory variable
• A note on regions of given probability of the extended skew-normal distribution
• Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution
• On the asymptotic behavior of tails of scale mixtures of normal distributions
• Inference on two-component mixtures under tail restrictions
• Quantile Methods for Stochastic Frontier Analysis
• Tail asymptotics for the bivariate skew normal

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