The beta skew t distribution and its properties

DOI10.1080/15598608.2018.1481468zbMATH Open1426.62059OpenAlexW2807743203MaRDI QIDQ2321843FDOQ2321843

Arjun K. Gupta, Doaa Basalamah, Wei Ning

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)

Cites Work

• Statistical Applications of the Multivariate Skew Normal Distribution
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On fundamental skew distributions
• The multivariate skew-normal distribution
• BETA-NORMAL DISTRIBUTION AND ITS APPLICATIONS
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Understanding Relationships Using Copulas
• A new family of generalized distributions
• Multivariate skewt-distribution
• A new class of models for heavy tailed distributions in finance and insurance risk
• Bayesian inference for extreme quantiles of heavy tailed distributions
• Modeling actuarial data with a composite lognormal-Pareto model
• The beta modified Weibull distribution
• Families of distributions arising from distributions of order statistics
• A Generalization of the Skew-Normal Distribution: The Beta Skew-Normal
• On Some Properties of the Beta Normal Distribution
• Closed-form expressions for moments of a class of beta generalized distributions
• Quadratic forms of multivariate skew normal-symmetric distributions
• A class of distributions connected to order statistics with nonintegral sample size
• Balakrishnan Skew-tDistribution and Associated Statistical Characteristics

Cited In (6)

• A Generalization of the Skew-Normal Distribution: The Beta Skew-Normal
• Financial data and the skewed generalized \(t\) distribution
• The modality of skew \(t\)-distribution
• Balakrishnan Skew-tDistribution and Associated Statistical Characteristics
• A Single Form for t-Distributions and Symmetric Beta Distributions
• The Kumaraswamy skew-t distribution and its related properties

Uses Software

• LMOMENTS
• sn

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