Extreme Value Distributions for the Skew-Symmetric Family of Distributions |
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Authors: | Sheng-Mao Chang |
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Institution: | Department of Statistics , North Carolina State University , Raleigh, North Carolina, USA |
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Abstract: | 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. |
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Keywords: | Flexible skew-symmetric Generalized skew-normal Heavy tails Multimodality Selection models Skew-Cauchy Skew-t |
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