The sinh-arcsinhed logistic family of distributions: properties and inference

DOI10.1007/S10463-014-0465-XMaRDI QIDQ2351699zbMATH OpenOpenAlexFDO

Authors Arthur Pewsey, Toshihiro Abe

Publication date 26 June 2015

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-014-0465-x

zbMATH Keywords

\(L_U\) distributioncopulaquantile measuressinh-arcsinh transformskewnesstailweighttest for logisticness

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Parametric hypothesis testing (62F03) Point estimation (62F10) Multivariate distribution of statistics (62H10)

Recommendations

• Sinh-arcsinh distributions
• Skew \(t\) distributions via the sinh-arcsinh transformation
• Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions
• On modelling asymmetric data using two-piece sinh-arcsinh distributions
• The sinh-normal/independent nonlinear regression model

Cites work

• A Limited Memory Algorithm for Bound Constrained Optimization
• A remark on the shape of the logistic distribution
• A simple test of symmetry about an unknown median
• A Simplex Method for Function Minimization
• A Skew Extension of the T-Distribution, with Applications
• A Test for Asymmetry Associated with the Hodges-Lehmann Estimator
• An introduction to copulas.
• Bivariate Logistic Distributions
• Bootstrap methods: another look at the jackknife
• Families of distributions arising from distributions of order statistics
• Goodness-of-fit tests for the logistic distribution based on empirical transforms
• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 53363 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• scientific article; zbMATH DE number 3204183 (Why is no real title available?)
• Likelihood-based inference with singular information matrix
• Miscellanea. The local dependence function
• Multivariate logistic distributions
• NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS
• Nonparametric estimation of multivariate extreme-value copulas
• Sinh-arcsinh distributions
• Skew \(t\) distributions via the sinh-arcsinh transformation
• Tests of fit for the logistic distribution based on the empirical distribution function
• The skew logistic distribution

Cited in

(8)

• Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions
• Skew \(t\) distributions via the sinh-arcsinh transformation
• A parametric regression framework for the skew sinh-arcsinh \(t\) distribution
• On modelling asymmetric data using two-piece sinh-arcsinh distributions
• Sinh-arcsinh distributions
• A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution
• Discussion
• Distributions derived from the continuous iteration of the hyperbolic sine function

Describes a project that uses

Uses Software

• LBFGS-B

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