Asymptotic expansions for moments of skew-normal extremes

Xin Liao, Zuoxiang Peng and Saralees Nadarajah

Statistics & Probability Letters, 2013, vol. 83, issue 5, 1321-1329

Abstract: 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.

Keywords: Extreme value distribution; Maximum; Rate of convergence; Skew-normal distribution (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (4)

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DOI: 10.1016/j.spl.2013.02.010

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