Abstract
In this paper, we establish the higher-order expansions of cumulative distribution function and probability density function of maximum from skew-normal distribution under power normalization. Numerical analysis are illustrated to support our findings.
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Acknowledgments
We would like to thank the referees for reading the paper and making helpful comments which greatly improved the original paper. This work was supported by the National Natural Science Foundation of China (11171275) and the Natural Science Foundation Project of CQ (cstc2012jjA00029), the Fundamental Research Funds for the Central Universities (XDJK2013C021) and the Doctoral Grant of Southwest University (SWU113012).
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Jiang, S., Li, T. & Liao, X. Distributional expansions on extremes from skew-normal distribution under power normalization. Stat Papers 59, 1–20 (2018). https://doi.org/10.1007/s00362-016-0749-8
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DOI: https://doi.org/10.1007/s00362-016-0749-8