Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151627 | Statistics & Probability Letters | 2016 | 10 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Zuoxiang Peng, Chunqiao Li, Saralees Nadarajah,