Extremal properties of the skew-\(t\) distribution
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Publication:273767
DOI10.1016/j.spl.2016.01.017zbMath1384.62053OpenAlexW2255137651MaRDI QIDQ273767
Chunqiao Li, Saralees Nadarajah, Zuo Xiang Peng
Publication date: 22 April 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2016.01.017
Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70)
Related Items (4)
Closure properties of \(O\)-exponential distributions ⋮ Extremal properties of the beta-normal distribution ⋮ Extremal properties of the multivariate extended skew-normal distribution. Part B ⋮ Extremal Properties and Tail Asymptotic of Alpha-Skew-Normal Distribution
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