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Nduka, U.C., Ossai, E.O., Madukaife, M.S. and Ugah, T.E. (2024) Estimation for Vector Autoregressive Model under Multivariate Skew-t-Normal Innovations. Statistical Modelling, 25, 103-128.
https://doi.org/10.1177/1471082x231224910

has been cited by the following article:

• TITLE: Higher-Order Expansions of Sample Range from the Skew-t-Normal Distribution

  AUTHORS: Wanrou Yang

  KEYWORDS: Higher-Order Expansion, Skew-t-Normal Distribution, Rate of Convergence, Sample Range

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.13 No.11, November 20, 2025

  ABSTRACT: For an independent and identically distributed skew-t-normal random sequence, this paper establishes the limit distribution of normalized sample range M n − m n . Based on the optimal normalized constants, the higher-order asymptotic expansion of the distribution function of sample range M n − m n is further derived, and its convergence rate is given. In addition, the approximate accuracy between the empirical value and the asymptotic theoretical value is systematically compared by numerical simulation.