A review on the univariate skew t-distributions

zbMATH Open1277.60026MaRDI QIDQ2995625FDOQ2995625

Authors: Olcay Arslan 

Publication date: 4 May 2011

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

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

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)

Cited In (5)

• 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
• One-stepM-estimators: Jones and Faddy's skewedt-distribution
• A Skew Extension of the T-Distribution, with Applications
• Change-constrained stochastic programming problem with normal, t and skew normal, skew t distributions

Uses Software

• QRM

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