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

DOI10.1080/03610918.2014.930905zbMATH Open1349.62184OpenAlexW1975691158MaRDI QIDQ2828705FDOQ2828705

Alireza Nematollahi, Ahad Jamalizadeh, Roohollah Roozegar

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

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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)

Cites Work

• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• The nontruncated marginal of a truncated bivariate normal distribution
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• Some Relationships Between Skew-Normal Distributions and Order Statistics from Exchangeable Normal Random Vectors
• The multivariate inclusion-exclusion formula and order statistics from dependent variates
• Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
• On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions
• Recurrence relations for distributions of a skew-\(t\) and a linear combination of order statistics from a bivariate-\(t\)
• A new class of skew-symmetric distributions and related families
• \(L\)-statistics from multivariate unified skew-elliptical distributions

Cited In (6)

• Families of distributions arising from distributions of order statistics
• Skewness-kurtosis bounds for the skewed generalized \(T\) and related distributions
• The modality of skew \(t\)-distribution
• Balakrishnan Skew-tDistribution and Associated Statistical Characteristics
• A Skew Extension of the T-Distribution, with Applications
• The Kumaraswamy skew-t distribution and its related properties

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