The beta skew t distribution and its properties

DOI10.1080/15598608.2018.1481468MaRDI QIDQ2321843zbMATH OpenOpenAlexFDO

Authors Doaa Basalamah, Wei Ning, Arjun K. Gupta

Publication date 23 August 2019

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15598608.2018.1481468

zbMATH Keywords

skew normal distributionL-momentsheavy-tailed databeta skew \(t\) distributionmaximal likelihood estimate

Mathematics Subject Classification ID

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

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Cites work

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• A Generalization of the Skew-Normal Distribution: The Beta Skew-Normal
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• A new class of models for heavy tailed distributions in finance and insurance risk
• A new family of generalized distributions
• BETA-NORMAL DISTRIBUTION AND ITS APPLICATIONS
• Balakrishnan Skew-tDistribution and Associated Statistical Characteristics
• Bayesian inference for extreme quantiles of heavy tailed distributions
• Closed-form expressions for moments of a class of beta generalized distributions
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Families of distributions arising from distributions of order statistics
• Modeling actuarial data with a composite lognormal-Pareto model
• Multivariate skewt-distribution
• On fundamental skew distributions
• On some properties of the beta normal distribution
• Quadratic forms of multivariate skew normal-symmetric distributions
• Statistical Applications of the Multivariate Skew Normal Distribution
• The beta modified Weibull distribution
• The multivariate skew-normal distribution
• Understanding Relationships Using Copulas

Cited in

(11)

• A Generalization of the Skew-Normal Distribution: The Beta Skew-Normal
• Properties and inference for a new class of skew-\(t\) distributions
• Financial data and the skewed generalized \(t\) distribution
• The modality of skew \(t\)-distribution
• Modeling heavy-tailed bounded data by the trapezoidal beta distribution with applications
• Balakrishnan Skew-tDistribution and Associated Statistical Characteristics
• A Single Form for t-Distributions and Symmetric Beta Distributions
• A new approach for skew \(t\) distribution with applications to environmental data
• The beta skew-generalized normal distribution
• The Kumaraswamy skew-t distribution and its related properties
• The fractional-diffusion equation and a new distribution to model positively skewed data with heavy tails

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