A theorem on the asymptotics of skew-normal type integrals

Thomas Fung; Eugene Seneta

doi:10.1016/j.spl.2024.110080

A theorem on the asymptotics of skew-normal type integrals

Thomas Fung^*, Eugene Seneta

^*Corresponding author for this work

School of Mathematical and Physical Sciences

Research output: Contribution to journal › Article › peer-review

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Abstract

A univariate result intended for analysis of asymptotic tail structure of the general bivariate skew normal distribution is stated and proved. It is used to obtain the asymptotic tail behaviour of the univariate extended skew normal distribution. The approach to this encompasses a compact restatement of the general theorem under an additional condition.

Original language	English
Article number	110080
Pages (from-to)	1-7
Number of pages	7
Journal	Statistics and Probability Letters
Volume	209
DOIs	https://doi.org/10.1016/j.spl.2024.110080
Publication status	Published - Jun 2024

Bibliographical note

Copyright © 2024 The Author(s). Version archived for private and non-commercial use with the permission of the author/s and according to publisher conditions. For further rights please contact the publisher.

Keywords

Extended skew normal
Normal cumulative distribution function
Normal probability density function
Skew normal
Tail asymptotics

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10.1016/j.spl.2024.110080Licence: CC BY

Publisher version (open access)Final published version, 498 KBLicence: CC BY

Cite this

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abstract = "A univariate result intended for analysis of asymptotic tail structure of the general bivariate skew normal distribution is stated and proved. It is used to obtain the asymptotic tail behaviour of the univariate extended skew normal distribution. The approach to this encompasses a compact restatement of the general theorem under an additional condition.",

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KW - Normal probability density function

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KW - Tail asymptotics

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A theorem on the asymptotics of skew-normal type integrals

Abstract

Bibliographical note

Keywords

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