Skewness and fat tails in discrete choice models

DOI10.1007/978-3-642-57489-4_82MaRDI QIDQ3298743zbMATH OpenOpenAlexFDO

Authors Rosa Capobianco

Publication date 15 July 2020

Published in Compstat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-57489-4_82

zbMATH Keywords

skewnessfat tailsStudent \(t\) distributiondichotomous models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites work

• scientific article; zbMATH DE number 48904 (Why is no real title available?)
• A New Skewed Link Model for Dichotomous Quantal Response Data
• Bayesian Analysis of Binary and Polychotomous Response Data
• Modeling and Inference with v-Spherical Distributions
• On Bayesian Modeling of Fat Tails and Skewness
• THE ESTIMATION FROM INDIVIDUAL RECORDS OF THE RELATIONSHIP BETWEEN DOSE AND QUANTAL RESPONSE
• The multivariate skew-normal distribution

Cited in

(2)

• How to Take Both Non-Linearity and Asymmetry (Skewness) into Account in Binary Decision Making: Skew-Probit and Skew-Logit in Binary Kink Regression
• Heterogeneous skewness in binary choice models: Predicting outcomes in the men's NCAA basketball tournament

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