Asymptotic expansions for moments of skew-normal extremes
نویسندگان
چکیده
منابع مشابه
Multivariate extremes of generalized skew-normal distributions
We explore extremal properties of a family of skewed distributions extended from the multivariate normal distribution by introducing a skewing function π . We give sufficient conditions on the skewing function for the pairwise asymptotic independence to hold. We apply our results to a special case of the bivariate skew-normal distribution and finally support our conclusions by a simulation stud...
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Let Xnr be the rth largest of a random sample of size n from a distribution F (x) = 1− ∑∞ i=0 cix −α−iβ for α > 0 and β > 0. An inversion theorem is proved and used to derive an expansion for the quantile F−1(u) and powers of it. From this an expansion in powers of (n−1, n−β/α) is given for the multivariate moments of the extremes {Xn,n−si , 1 ≤ i ≤ k}/n1/α for fixed s = (s1, . . . , sk), where...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2013
ISSN: 0167-7152
DOI: 10.1016/j.spl.2013.02.010