Large-Sample Inference for the Epsilon-Skew-t Distribution

DOI10.1080/03610920600966514MaRDI QIDQ3435960zbMATH OpenOpenAlexFDO

Authors Héctor W. Gómez, Heleno Bolfarine, Francisco J. Torres

Publication date 8 May 2007

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920600966514

zbMATH Keywords

information matrixkurtosismaximum likelihoodskewness

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Statistics of extreme values; tail inference (62G32)

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(20)

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• On the robustness of an epsilon skew extension for Burr III distribution on the real line
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• An asymmetric extension for the family of elliptical slash distributions
• Large sample confidence intervals for the skewness parameter of the skew-normal distribution based on Fisher's transformation
• A doubly skewed normal distribution
• An Extension of the Epsilon-Skew-Normal Distribution
• Modeling heavy-tailed, skewed and peaked uncertainty phenomena with bounded support
• Two-piece location-scale distributions based on scale mixtures of normal family
• The extended slash distribution of the sum of two independent logistic random variables
• Robust modeling using the generalized epsilon-skew-\(t\) distribution
• The generalized T Birnbaum-Saunders family
• On parameter orthogonality in symmetric and skew models
• Family of generalized symmetric distributions: properties and applications
• Modeling and Forecasting Macroeconomic Downside Risk
• A generalized asymmetric Student-\(t\) distribution with application to financial econometrics
• On the singularity of multivariate skew-symmetric models

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