Rates of convergence of extreme for asymmetric normal distribution

In this paper, we derive the exact uniform convergence rate of the asymmetric normal distribution of the maximum and minimum to its extreme value limit.

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Year of publication:	2014
Authors:	Chen, Shouquan ; Huang, Jianwen
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 84.2014, C, p. 158-168
Publisher:	Elsevier
Subject:	Asymmetric normal distribution \| Extreme value distribution \| Maximum \| Minimum \| Uniform convergence rate

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010718812