Article ID Journal Published Year Pages File Type
1151627 Statistics & Probability Letters 2016 10 Pages PDF
Abstract

Asymptotic behaviors of the extremes of the skew-tt 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-tt distribution. The second establishes higher order expansions of the probability density and cumulative distribution functions for the maximum under a suitable norming constant.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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