Extremal properties of the skew- distribution

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• 作者：Zuoxiang Peng^a ; Chunqiao Li^a ; Saralees Nadarajah^b ; ^{mbbsssn2@manchester.ac.uk" class="auth_mail" title="E-mail the corresponding author}
• 关键词：Extreme value distribution ; Higher order expansion ; Skew-tt distribution
• 刊名：Statistics & Probability Letters
• 出版年：2016
• 出版时间：May 2016
• 年：2016
• 卷：112
• 期：Complete
• 页码：10-19
• 全文大小：379 K

文摘

Asymptotic behaviors of the extremes of the skew-16000134&_mathId=si1.gif&_user=111111111&_pii=S0167715216000134&_rdoc=1&_issn=01677152&md5=4d3fa240108eb2cf6a46566e3032c693" title="Click to view the MathML source">t$t$ distribution are derived. The study is two folded. The first states the norming constant for the limiting distribution of the sample partial maximum for the skew-16000134&_mathId=si1.gif&_user=111111111&_pii=S0167715216000134&_rdoc=1&_issn=01677152&md5=4d3fa240108eb2cf6a46566e3032c693" title="Click to view the MathML source">t$t$ distribution. The second establishes higher order expansions of the probability density and cumulative distribution functions for the maximum under a suitable norming constant.