Tail Properties and Asymptotic Expansions for the Maximum of the Logarithmic Skew-Normal Distribution
2013 ◽
Vol 50
(3)
◽
pp. 900-907
◽
Keyword(s):
We discuss tail behaviors, subexponentiality, and the extreme value distribution of logarithmic skew-normal random variables. With optimal normalized constants, the asymptotic expansion of the distribution of the normalized maximum of logarithmic skew-normal random variables is derived. We show that the convergence rate of the distribution of the normalized maximum to the Gumbel extreme value distribution is proportional to 1/(log n)1/2.
2013 ◽
Vol 50
(03)
◽
pp. 900-907
◽
1978 ◽
Vol 15
(03)
◽
pp. 552-559
◽
1982 ◽
Vol 14
(02)
◽
pp. 324-339
◽
1971 ◽
Vol 8
(01)
◽
pp. 136-156
◽
1970 ◽
Vol 2
(02)
◽
pp. 323-343
◽