Rates of convergence of extreme for asymmetric normal distribution

DOI10.1016/j.spl.2013.10.003zbMath1296.60072OpenAlexW2077631658MaRDI QIDQ2444392

Shouquan Chen, Jian-Wen Huang

Publication date: 9 April 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.10.003

zbMATH Keywords

maximumminimumextreme value distributionuniform convergence rateasymmetric normal distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

Related Items (3)

Higher-order expansions of powered extremes of normal samples ⋮ Multivariate expectile-based distribution: properties, Bayesian inference, and applications ⋮ Extremal Properties and Tail Asymptotic of Alpha-Skew-Normal Distribution

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