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Extremal properties of the univariate extended skew-normal distribution, Part A

  • Published:2019-04 Issue: Volume:147 Page:73-82
  • ISSN:0167-7152
  • Container-title:Statistics & Probability Letters
  • language:en
  • Short-container-title:Statistics & Probability Letters

Author:

Beranger B.,Padoan S.A.,Xu Y.,Sisson S.A.

Funder

Australian Centre of Excellence in Mathematical and Statistical Frontiers

Australian Research Council

Bocconi Institute for Data Science and Analytics

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference8 articles.

1. Multivariate extended skew-t distributions and related families;Arellano-Valle;Metron,2010

2. A class of distributions which includes the normal ones;Azzalini;Scand. J. Stat.,1985

3. The Skew-Normal and Related Families;Azzalini,2014

4. Statistics of Extremes: Theory and Applications;Beirlant,2004

5. Extremes and Related Properties of Random Sequences and Processes;Leadbetter,1983

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