A note on bias reduction of maximum likelihood estimates for the scalar skew \(t\) distribution

DOI10.1016/J.JSPI.2011.08.012zbMath1236.62008OpenAlexW2061106858MaRDI QIDQ645635

M. D. Jiménez Gamero, B. Lagos Álvarez

Publication date: 10 November 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.08.012

Mathematics Subject Classification ID

Point estimation (62F10) Exact distribution theory in statistics (62E15)

Related Items (6)

Bias-corrected Estimators of Scalar Skew Normal ⋮ Bias prevention of maximum likelihood estimates for skew-normal-Cauchy distribution ⋮ Bias-corrected estimators of scalar skew normal ⋮ Bias reduction of maximum likelihood estimates for a modified skew-normal distribution ⋮ Heuristically deciding between normal and skew normal distributions for describing the data on a response variable and an explanatory variable ⋮ On bias reduction estimators of skew-normal and skew-t distributions

Cites Work

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• Bias prevention of maximum likelihood estimates for scalar skew normal and skew \(t\) distribu\-tions
• Robust Likelihood Methods Based on the Skew-t and Related Distributions
• An Asymptotic Expansion for the Tail Area of the t-Distribution
• The multivariate skew-normal distribution
• Multivariate skewt-distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Bias reduction of maximum likelihood estimates
• Asymptotic Tail Properties of Student'st-Distribution
• A general class of multivariate skew-elliptical distributions

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