Abstract:Let M n = max (X 1 , X 2 , . . . , X n ) denote the partial maximum of an independent and identically distributed skew-normal random sequence. In this paper, the rate of uniform convergence of skew-normal extremes is derived. It is shown that with optimal normalizing constants the convergence rate of (M n − b n ) /a n to its ultimate extreme value distribution is proportional to 1/ log n.
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