Distributional expansions on extremes from skew-normal distribution under power normalization

作者：Jiang, Sha; Li, Tingting^*; Liao, Xin

来源：Statistical Papers, 2018, 59(1): 1-20.

DOI：10.1007/s00362-016-0749-8

• Higher-order expansion
• Power normalization
• Maximum
• Skew-normal distribution

In this paper, we establish the higher-order expansions of cumulative distribution function and probability density function of maximum from skew-normal distribution under power normalization. Numerical analysis are illustrated to support our findings.

• 出版日期2018-3
• 单位西南大学; 上海理工大学