TY - JOUR
T1 - Extreme value distributions for the skew-symmetric family of distributions
AU - Chang, Sheng Mao
AU - Genton, Marc G.
N1 - Funding Information:
The authors are most grateful to the guest editors and two referees for suggestions that improved the article. The work of Genton was partially supported by NSF grant DMS-0504896.
PY - 2007/7
Y1 - 2007/7
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=34547295845&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=34547295845&partnerID=8YFLogxK
U2 - 10.1080/03610920601126159
DO - 10.1080/03610920601126159
M3 - Article
AN - SCOPUS:34547295845
SN - 0361-0926
VL - 36
SP - 1705
EP - 1717
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
IS - 9
ER -