An alternative multivariate skew-slash distribution

DOI10.1016/J.SPL.2008.03.017zbMath1154.62336OpenAlexW2043335416MaRDI QIDQ952873

Olcay Arslan

Publication date: 14 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.03.017

zbMATH Keywords

skew distributionsheavy tailed distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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Uses Software

• QRM

Cites Work

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• The multivariate slash and skew-slash Student \(t\) distributions
• Generalized incomplete gamma functions with applications
• A new family of slash-distributions with elliptical contours
• The multivariate skew-slash distribution
• Some skew-symmetric models
• Robust Confidence Intervals for a Location Parameter: The Configural Approach
• The Two-Dimensional Hyperbolic Distribution and Related Distributions, with an Application to Johannsen's Bean Data
• Normal Variance-Mean Mixtures and z Distributions
• The multivariate skew-normal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• A Skew Extension of the T-Distribution, with Applications
• Understanding some long‐tailed symmetrical distributions

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