Tail behavior and extremes of the beta-normal distribution. Issue 14 (18th July 2022)
- Record Type:
- Journal Article
- Title:
- Tail behavior and extremes of the beta-normal distribution. Issue 14 (18th July 2022)
- Main Title:
- Tail behavior and extremes of the beta-normal distribution
- Authors:
- Jiang, Yingying
Li, Baokun - Abstract:
- Abstract: In this paper, the tail properties of the beta-normal distribution and an asymptotic Mills-type ratio are studied. Meanwhile, two applications are presented. The first application obtains the asymptotic behavior of the ratio of probability density functions and the ratio of the tails of the beta-normal and Student's t distributions. The other one considers the asymptotic distribution of the partial maximum of i.i.d. random variables with the beta-normal distribution.
- Is Part Of:
- Communications in statistics. Volume 51:Issue 14(2022)
- Journal:
- Communications in statistics
- Issue:
- Volume 51:Issue 14(2022)
- Issue Display:
- Volume 51, Issue 14 (2022)
- Year:
- 2022
- Volume:
- 51
- Issue:
- 14
- Issue Sort Value:
- 2022-0051-0014-0000
- Page Start:
- 4991
- Page End:
- 5002
- Publication Date:
- 2022-07-18
- Subjects:
- Tail properties -- beta-normal distribution -- extreme value distribution
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2020.1830294 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 22369.xml