Higher-order expansions of extremes from mixed skew-t distribution

TL;DR

This paper investigates the asymptotic behavior of extremes in mixed skew-t distributions, deriving higher-order expansions for their distribution and density under various normalizations, supported by illustrative examples.

Contribution

It introduces higher-order asymptotic expansions for the extremes of mixed skew-t distributions, extending existing results in extreme value theory.

Findings

Derived limits on distribution and density of maxima

Established higher-order expansions under different normalizations

Provided examples validating theoretical results

Abstract

In this paper, we study the asymptotic behaviors of the extreme of mixed skew-t distribution. We considered limits on distribution and density of maximum of mixed skew-t distribution under linear and power normalization, and further derived their higher-order expansions, respectively. Examples are given to support our findings.