Expansions for moments of logarithmic skew-normal extremes

DOI10.37190/0208-4147.00018OpenAlexW4293214457MaRDI QIDQ5043615

Xin Liao, Saralees Nadarajah, Zuo Xiang Peng

Publication date: 6 October 2022

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.37190/0208-4147.00018

zbMATH Keywords

maximumextreme value distributionlogarithmic skew-normal distributionexpansions of moment

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)

Cites Work

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• OPTION PRICING BASED ON A LOG–SKEW–NORMAL MIXTURE
• On Asymptotic Moments of Extreme Statistics
• Moment Convergence of Sample Extremes

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