Distributional expansions on extremes from skew-normal distribution under power normalization

被引：0
|
作者：
Jiang, Sha [1 ]
Li, Tingting [1 ]
Liao, Xin [2 ]
机构：
[1] Southwest Univ, Sch Math & Stat, Chongqing 400715, Peoples R China
[2] Univ Shanghai Sci & Technol, Sch Business, Shanghai 200093, Peoples R China
来源：
STATISTICAL PAPERS | 2018年 / 59卷 / 01期
基金：
中国国家自然科学基金;
关键词：
Higher-order expansion; Power normalization; Maximum; Skew-normal distribution; MAX STABLE LAWS; CONVERGENCE; ATTRACTION; DOMAINS; RATES; UNIVARIATE;
D O I：
10.1007/s00362-016-0749-8
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 paper, we establish the higher-order expansions of cumulative distribution function and probability density function of maximum from skew-normal distribution under power normalization. Numerical analysis are illustrated to support our findings.
引用
收藏
页码：1 / 20
页数：20
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