Higher-order expansions of extremes from mixed skew-t distribution

DOI10.1080/03610926.2016.1228972zbMath1380.62081arXiv1606.03362OpenAlexW2963879970MaRDI QIDQ4598589

Jingyao Hou, Xin Liao, Zuo Xiang Peng

Publication date: 15 December 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.03362

zbMATH Keywords

extreme value distributionhigher-order expansionspower normalizationlinear normalizationmixed skew-\(t\) distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

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