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Higher-order expansions of extremes from mixed skew-t distribution |
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| Authors: | Jingyao Hou Zuoxiang Peng |
| Institution: | School of Mathematics and Statistics, Southwest University, Chongqing, China |
| Abstract: | In this article, we study the asymptotic behaviors of the extreme of mixed skew-t distribution. We consider limits on distribution and density of maximum of mixed skew-t distribution under linear and power normalizations, and further derive their higher-order expansions, respectively. Examples are given to support our findings. |
| Keywords: | Extreme value distribution higher-order expansions linear normalization mixed skew-t distribution power normalization |