Higher-order expansions of extremes from mixed skew-t distribution
  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. 
Jingyao Hou, Xin Liao, Zuoxiang Peng
math.ST math.PR stat.TH