正态-斜正态分布的极值收敛和可交换三变量正态分布的极小值和最大值收敛

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Communications in Statistics - Theory and Methods Pub Date : 2024-03-18 DOI:10.1080/03610926.2024.2328170

Mehdi Amiri, Asma Teimouri, Mohsen Khosravi, Ahad Jamalizadeh

引用次数: 0

摘要

本文推导了正态-斜正态分布（NSN）随机序列的部分最大值的极值分布，即 Gumbel 分布。该分布的渐近...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Convergence of extremes from normal-skew-normal and minima and maxima from exchangeable trivariate normal distributions

In this article, the extreme-value distribution of the partial maximum for a random sequence of the normal-skew-normal (NSN) distribution, to the Gumbel distribution, is derived. The asymptotic dis...

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来源期刊

Communications in Statistics - Theory and Methods 数学-统计学与概率论

CiteScore

2.00

自引率

12.50%

发文量

320

审稿时长

7.5 months

期刊介绍： The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.