The \(t\) family and their close and distant relations

DOI10.1016/j.jkss.2008.06.002zbMath1293.60019OpenAlexW2057276889MaRDI QIDQ2510028

M. C. Jones

Publication date: 31 July 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2008.06.002

zbMATH Keywords

order statisticsheavy-tailed distributionskew-\(t\) distributionexponential tailspower tailsStudent's \(t\) distribution\(t_2\)sinh-arcsinh

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Probability distributions: general theory (60E05)

Related Items

Flexible asymmetric multivariate distributions based on two-piece univariate distributions, One-stepM-estimators: Jones and Faddy's skewedt-distribution, Robust inference in an heteroscedastic measurement error model, Lipschitz-Killing Curvatures of the Excursion Sets of Skew Student'stRandom Fields

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