An accurate, tractable, and analytically integrable polynomial expansion of the skewed Student’s t-distribution

DOI10.1080/03610926.2017.1301478zbMath1390.62019OpenAlexW2592245833MaRDI QIDQ4638699

Liborio I. Costa

Publication date: 27 April 2018

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1301478

zbMATH Keywords

quantileskewnessStudent's \(t\)-distributionpolynomial expansionbinomial series

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)

Cites Work

• A note on the large homogeneous portfolio approximation with the Student-\(t\) copula
• Mixed-effects Models with Skewed Distributions for Time-varying Decay Rate in HIV Dynamics
• A Tail Quantile Approximation for the StudenttDistribution
• Quantile mechanics
• On Bayesian Modeling of Fat Tails and Skewness
• Handbook of Statistical Distributions with Applications
• On the Distributional Characterization of Daily Log‐Returns of a World Stock Index
• A note on the generalised Euler transformation
• On Families of Distributions with Shape Parameters

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