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

Sha Jiang, Tingting Li () and Xin Liao
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Sha Jiang: Southwest University
Tingting Li: Southwest University
Xin Liao: University of Shanghai for Science and Technology

Statistical Papers, 2018, vol. 59, issue 1, No 1, 20 pages

Abstract: Abstract 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.

Keywords: Higher-order expansion; Power normalization; Maximum; Skew-normal distribution (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s00362-016-0749-8

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