Multivariate extremes of generalized skew-normal distributions
نویسندگان
چکیده
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 studywhich indicates that the rate of convergence is quite slow. © 2008 Elsevier B.V. All rights reserved.
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