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

DOI10.1007/BF03263541zbMath1301.62026MaRDI QIDQ478220

Antonella Capitanio

Publication date: 3 December 2014

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

tail probabilityskew-normal distributionnormal distribution function

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (6)

INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS ⋮ Tail asymptotics for the bivariate skew normal ⋮ Quantile function expansion using regularly varying functions ⋮ A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions ⋮ Heuristically deciding between normal and skew normal distributions for describing the data on a response variable and an explanatory variable ⋮ Quantile Methods for Stochastic Frontier Analysis

Cites Work

• The multivariate skew-normal distribution
• Extreme Value Distributions for the Skew-Symmetric Family of Distributions
• Unnamed Item
• Unnamed Item

This page was built for publication: On the approximation of the tail probability of the scalar skew-normal distribution