A review on the univariate skew t-distributions

MaRDI QIDQ2995625zbMATHFDO

Authors Olcay Arslan

Publication date 4 May 2011

Full work available at URL http://pphmj.com/abstract/5668.htm

zbMATH Keywords

asymmetric distributionsheavy-tailed distributions\(t\)-distributionskew \(t\)-distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Recommendations

• On some study of skew-\(t\) distributions
• Multivariate skewt-distribution
• The centred parameterization and related quantities of the skew-\(t\) distribution
• Definition and probabilistic properties of skew-distributions.
• A Skew Extension of the T-Distribution, with Applications

Cited in

(6)

• Survey of developments in the theory of continuous skewed distributions
• A Skew Extension of the T-Distribution, with Applications
• One-step \(M\)-estimators: Jones and Faddy's skewed \(t\)-distribution
• Change-constrained stochastic programming problem with normal, t and skew normal, skew t distributions
• A Constructive Representation of Univariate Skewed Distributions
• Comment on ``On nomenclature, and the relative merits of two formulations of skew distributions by A. Azzalini, R. Browne, M. Genton, and P. McNicholas

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Uses Software

• QRM

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