Extreme Value Distributions for the Skew-Symmetric Family of Distributions

DOI10.1080/03610920601126159zbMath1124.62034OpenAlexW2167734058MaRDI QIDQ5421530

Marc G. Genton, Sheng-Mao Chang

Publication date: 24 October 2007

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

Full work available at URL: https://doi.org/10.1080/03610920601126159

zbMATH Keywords

heavy tailsskew-\(t\)multimodalityselection modelsgeneralized skew-normalskew-Cauchyflexible skew-symmetric

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10)

Related Items

Extremal properties of the skew-\(t\) distribution, Joint distributional expansions of maxima and minima from skew-normal samples, Geometric interpretation of the residual dependence coefficient, Models for Extremal Dependence Derived from Skew-symmetric Families, Rates of convergence of extremes from skew-normal samples, Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution, Extremal properties of the multivariate extended skew-normal distribution. Part B, On the approximation of the tail probability of the scalar skew-normal distribution, Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions, Asymptotic expansions of powered skew-normal extremes, Multivariate extremes of generalized skew-normal distributions, Skew generalized extreme value distribution: Probability-weighted moments estimation and application to block maxima procedure, A study of generalized skew-normal distribution

Uses Software

• ismev

Cites Work

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