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

Author

Listed:
  • Sha Jiang

    (Southwest University)

  • Tingting Li

    (Southwest University)

  • Xin Liao

    (University of Shanghai for Science and Technology)

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.

Suggested Citation

  • Sha Jiang & Tingting Li & Xin Liao, 2018. "Distributional expansions on extremes from skew-normal distribution under power normalization," Statistical Papers, Springer, vol. 59(1), pages 1-20, March.
    • Handle: RePEc:spr:stpapr:v:59:y:2018:i:1:d:10.1007_s00362-016-0749-8
    DOI: 10.1007/s00362-016-0749-8
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    References listed on IDEAS

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    1. Liao, Xin & Peng, Zuoxiang & Nadarajah, Saralees & Wang, Xiaoqian, 2014. "Rates of convergence of extremes from skew-normal samples," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 40-47.
    2. Liao, Xin & Peng, Zuoxiang & Nadarajah, Saralees, 2013. "Asymptotic expansions for moments of skew-normal extremes," Statistics & Probability Letters, Elsevier, vol. 83(5), pages 1321-1329.
    3. Subramanya, U. R., 1994. "On max domains of attraction of univariate p-max stable laws," Statistics & Probability Letters, Elsevier, vol. 19(4), pages 271-279, March.
    4. Christoph, Gerd & Falk, Michael, 1996. "A note on domains of attraction of p-max stable laws," Statistics & Probability Letters, Elsevier, vol. 28(3), pages 279-284, July.
    5. H. Barakat & E. Nigm & Magdy El-Adll, 2010. "Comparison between the rates of convergence of extremes under linear and under power normalization," Statistical Papers, Springer, vol. 51(1), pages 149-164, January.
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