Extreme value distributions for the skew-symmetric family of distributions

Sheng Mao Chang, Marc G. Genton

研究成果: Article同行評審

18 引文 斯高帕斯(Scopus)

摘要

We derive the extreme value distribution of the skew-symmetric family, the probability density function of the latter being defined as twice the product of a symmetric density and a skewing function. We show that, under certain conditions on the skewing function, this extreme value distribution is the same as that for the symmetric density. We illustrate our results using various examples of skew-symmetric distributions as well as two data sets.

原文English
頁(從 - 到)1705-1717
頁數13
期刊Communications in Statistics - Theory and Methods
36
發行號9
DOIs
出版狀態Published - 2007 7月

All Science Journal Classification (ASJC) codes

  • 統計與概率

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