Properties and inference for a new class of skew-t distributions

DOI10.1080/03610918.2014.930905MaRDI QIDQ2828705zbMATH OpenOpenAlexFDO

Authors Roohollah Roozegar, Alireza Nematollahi, Ahad Jamalizadeh

Publication date 26 October 2016

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2014.930905

zbMATH Keywords

maximum likelihood estimationMonte Carlo simulationskew-normal distributionorder statisticsAkaike information criterionskew-\(t\) distributionextended skew-normal distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Point estimation (62F10) Multivariate distribution of statistics (62H10) Order statistics; empirical distribution functions (62G30)

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• A Skew Extension of the T-Distribution, with Applications
• The beta skew \(t\) distribution and its properties
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Cites work

• scientific article; zbMATH DE number 1547157 (Why is no real title available?)
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• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
• Generalized skew-Cauchy distribution
• On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions
• On the exact distribution of linear combinations of order statistics from dependent random variables
• On the exact distribution of the maximum of absolutely continuous dependent random variables
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• Quadratic forms for skew-normal random vectors
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• The multivariate inclusion-exclusion formula and order statistics from dependent variates
• The multivariate skew-normal distribution
• The nontruncated marginal of a truncated bivariate normal distribution
• \(L\)-statistics from multivariate unified skew-elliptical distributions

Cited in

(11)

• The beta skew \(t\) distribution and its properties
• Families of distributions arising from distributions of order statistics
• On some study of skew-\(t\) distributions
• Skewness-kurtosis bounds for the skewed generalized \(T\) and related distributions
• The modality of skew \(t\)-distribution
• A generalized skew two-piece skew-elliptical distribution
• Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
• Balakrishnan Skew-tDistribution and Associated Statistical Characteristics
• A new approach for skew \(t\) distribution with applications to environmental data
• A Skew Extension of the T-Distribution, with Applications
• The Kumaraswamy skew-t distribution and its related properties

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