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On the approximation of the tail probability of the scalar skew-normal distribution

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  • Antonella Capitanio

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  • Antonella Capitanio, 2010. "On the approximation of the tail probability of the scalar skew-normal distribution," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 299-308.
    • Handle: RePEc:mtn:ancoec:100306
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    File URL: https://www.dss.uniroma1.it/RePec/mtn/articoli/2010-3-6.pdf
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    Cited by:

    1. Jochmans, Koen & Henry, Marc & Salanié, Bernard, 2017. "Inference On Two-Component Mixtures Under Tail Restrictions," Econometric Theory, Cambridge University Press, vol. 33(3), pages 610-635, June.
    2. Thomas Fung & Eugene Seneta, 2018. "Quantile Function Expansion Using Regularly Varying Functions," Methodology and Computing in Applied Probability, Springer, vol. 20(4), pages 1091-1103, December.
    3. Christine Amsler & Alecos Papadopoulos & Peter Schmidt, 2021. "Evaluating the cdf of the Skew Normal distribution," Empirical Economics, Springer, vol. 60(6), pages 3171-3202, June.
    4. Chandra R. Bhat & Patrícia S. Lavieri, 2018. "A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions," Theory and Decision, Springer, vol. 84(2), pages 239-275, March.
    5. Fung, Thomas & Seneta, Eugene, 2016. "Tail asymptotics for the bivariate skew normal," Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 129-138.

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