Higher-order expansions of extremes from mixed skew-t distribution
Statistics Theory
2016-06-13 v1 Probability
Statistics Theory
Abstract
In this paper, we study the asymptotic behaviors of the extreme of mixed skew-t distribution. We considered limits on distribution and density of maximum of mixed skew-t distribution under linear and power normalization, and further derived their higher-order expansions, respectively. Examples are given to support our findings.
Keywords
Cite
@article{arxiv.1606.03362,
title = {Higher-order expansions of extremes from mixed skew-t distribution},
author = {Jingyao Hou and Xin Liao and Zuoxiang Peng},
journal= {arXiv preprint arXiv:1606.03362},
year = {2016}
}
Comments
24 pages,8 figures