Asymptotic expansions for moments of skew-normal extremes

被引：18
|
作者：
Liao, Xin [1 ]
Peng, Zuoxiang [1 ]
Nadarajah, Saralees [2 ]
机构：
[1] Southwest Univ, Sch Math & Stat, Chongqing, Peoples R China
[2] Univ Manchester, Sch Math, Manchester, Lancs, England
来源：
STATISTICS & PROBABILITY LETTERS | 2013年 / 83卷 / 05期
基金：
中国国家自然科学基金;
关键词：
Extreme value distribution; Maximum; Rate of convergence; Skew-normal distribution; CONVERGENCE;
D O I：
10.1016/j.spl.2013.02.010
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this short note, we focus on the limiting behaviors of moments for normalized partial maxima of skew-normal samples. Under optimal norming constants, asymptotic expansions for moments of maxima of skew-normal samples are derived. These expansions are used to deduce convergence rates of moments of the normalized maxima to the moments of the corresponding extreme value distribution. (C) 2013 Elsevier B.V. All rights reserved.
引用
收藏
页码：1321 / 1329
页数：9
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