Uniform convergence rates of skew-normal extremes

• Autorzy: Xiong, Qian , Peng, Zuoxiang , Nadarajah, Saralees
• Języki publikacji: EN

Abstrakty

EN

Let Mn = max(X1, . . . , Xn) denote the partial maximum of an independent and identically distributed skew-normal random sequence. In this paper, the rate of uniform convergence of skew-normal extremes is derived. It is shown that with optimal normalizing constants the convergence rate of [formula] to its ultimate extreme value distribution is proportional to [formula].

Słowa kluczowe

EN

extreme value distribution; rate of uniform convergence; skew-normal distribution

• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2023
• Tom: Vol. 43, Fasc. 2
• Strony: 165 --184

Twórcy

autor

Xiong, Qian

• School of Mathematics and Statistics, Southwest University, 400715 Chongqing, P.R. China,

autor

Peng, Zuoxiang

• School of Mathematics and Statistics, Southwest University, 400715 Chongqing, P.R. China,

autor

Nadarajah, Saralees

• Department of Mathematics, University of Manchester, Manchester M13 9PL, UK,

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Identyfikatory

DOI

10.37190/0208-4147.00129