A new class of skew-Cauchy distributions

DOI10.1016/j.spl.2006.03.008zbMath1096.60011OpenAlexW1999298891MaRDI QIDQ2497810

J. Behboodian, Ahad Jamalizadeh, Narayanaswamy Balakrishnan

Publication date: 4 August 2006

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

Full work available at URL: https://doi.org/10.1016/j.spl.2006.03.008

zbMATH Keywords

skew-normalbivariate Cauchy

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (18)

New Generalizations of Cauchy Distribution ⋮ Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions ⋮ A new class of skew-symmetric distributions and related families ⋮ On the computation of multivariate scenario sets for the skew-\(t\) and generalized hyperbolic families ⋮ Truncated-exponential skew-symmetric distributions ⋮ Linear orderings of the scale mixtures of the multivariate skew-normal distribution ⋮ A flexible extension of skew generalized normal distribution ⋮ On \(1/f\) noise ⋮ Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation ⋮ Recurrence relations for distributions of a skew-\(t\) and a linear combination of order statistics from a bivariate-\(t\) ⋮ Recurrence relations for bivariate \(t\) and extended skew-\(t\) distributions and an application to order statistics from bivariate \(t\) ⋮ On a nonlinear Birnbaum–Saunders model based on a bivariate construction and its characteristics ⋮ Distribution of a linear function of correlated ordered variables ⋮ Tail dependence for skew Laplace distribution and skew Cauchy distribution ⋮ Distributions of Ratios of Two Correlated Skew-Normal Variables and of Ratios of Two Linear Functions of Order Statistics from Bivariate Normal Distribution ⋮ Mean mixtures of normal distributions: properties, inference and application ⋮ Truncated and Limited Skew-Normal and Skew-t Distributions: Properties and an Illustration ⋮ A Flexible Skew-Generalized Normal Distribution

Cites Work

• Generalized skew-elliptical distributions and their quadratic forms
• The skew-Cauchy distribution
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• The multivariate skew-normal distribution
• Quadratic forms for skew-normal random vectors
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