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stat.ME2018
Extremal properties of the multivariate extended skew-normal distribution
Boris Beranger, Simone A. Padoan, Yangfan Xu +1
The skew-normal and related families are flexible and asymmetric parametric models suitable for modelling a diverse range of systems. We show that the multivariate maximum of a hig…
stat.ME2018
Extremal properties of the univariate extended skew-normal distribution
Boris Beranger, Simone A. Padoan, Yangfan Xu +1
We consider the extremal properties of the highly flexible univariate extended skew-normal distribution. We derive the well-known Mills' inequalities and Mills' ratio for the exten…