A Skew Extension of the T-Distribution, with Applications

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Cites work

scientific article; zbMATH DE number 3713025 (Why is no real title available?)
A new class of multivariate skew distributions with applications to bayesian regression models
Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
Multivariate t and beta distributions associated with the multivariate F distribution
Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
The epsilon-skew-normal distribution for analyzing near-normal data

Cited in

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Reduced-bias location-invariant extreme value index estimation: a simulation study
Multivariate extended skew-\(t\) distributions and related families
The centred parameterization and related quantities of the skew-\(t\) distribution
An accurate, tractable, and analytically integrable polynomial expansion of the skewed Student's \(t\)-distribution
Inference for grouped data with a truncated skew-Laplace distribution
A robust factor analysis model using the restricted skew-\(t\) distribution
A family of skew distributions with mode-invariance through transformation of scale
Balakrishnan Skew-tDistribution and Associated Statistical Characteristics
MODEL SELECTION AND AVERAGING OF HEALTH COSTS IN EPISODE TREATMENT GROUPS
The odd log-logistic Student t distribution: theory and applications
A new extended normal regression model: simulations and applications
Flexible Class of Skew-Symmetric Distributions
Large-Sample Inference for the Epsilon-Skew-t Distribution
A Markov-switching regression model with non-Gaussian innovations: estimation and testing
BL-GARCH models with elliptical distributed innovations
Objective Bayesian analysis for the multivariate skew-\(t\) model
The large-sample distribution of the most fundamental of statistical summaries
Truncated and Limited Skew-Normal and Skew-t Distributions: Properties and an Illustration
One-step \(M\)-estimators: Jones and Faddy's skewed \(t\)-distribution
Using the Box-Cox t distribution in GAMLSS to model skewness and kurtosis
Multivariate normal mean-variance mixture distribution based on Birnbaum-Saunders distribution
Perturbation of numerical confidential data via skew-\(t\) distributions
A new approach for skew \(t\) distribution with applications to environmental data
Asymmetry and Gradient Asymmetry Functions: Density‐Based Skewness and Kurtosis
The sinh-arcsinhed logistic family of distributions: properties and inference
Analysis of multivariate skew normal models with incomplete data
Location-scale mixture of skew-elliptical distributions: looking at the robust modeling
The Kumaraswamy skew-t distribution and its related properties
The fractional-diffusion equation and a new distribution to model positively skewed data with heavy tails
Generalized beta-generated distributions
Skewness and fat tails in discrete choice models
A generalized asymmetric Student-\(t\) distribution with application to financial econometrics
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Skew scale mixtures of normal distributions: properties and estimation
scientific article; zbMATH DE number 7670293 (Why is no real title available?)
Distortion Risk Measures Under Skew Normal Settings
A beta-epsilon distribution: properties and applications
A bivariate F distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and t distributions
Complete spatial model calibration
On the robustness of an epsilon skew extension for Burr III distribution on the real line
The beta skew \(t\) distribution and its properties
Semiparametric models and inference for the effect of a treatment when the outcome is nonnegative with clumping at zero
Marginal replacement in multivariate densities, with application to skewing spherically symmetric distributions
Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
Higher-order expansions of extremes from mixed skew-t distribution
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution
Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution
Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions
Two-sided variable inspection plans for arbitrary continuous populations with unknown distribution
Robust statistical modelling using the multivariate skew \(t\) distribution with complete and incomplete data
Mixtures of skew-\(t\) factor analyzers
On the performance of the flexible maximum entropy distributions within partially adaptive estimation
Methods for generating families of univariate continuous distributions in the recent decades
Measures of biomarker dependence using a copula-based multivariate epsilon–skew–normal family of distributions
A generalized skewness statistic for stationary ergodic martingale differences
Bimodal extension based on the skew-\(t\)-normal distribution
Robust regression modeling via parametric likelihoods: an alternative to using the skew \(t\) distribution and several rank-based methods
Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms
Modelling exchange rate returns: which flexible distribution to use?
Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
PORT Hill and Moment Estimators for Heavy-Tailed Models
scientific article; zbMATH DE number 5232090 (Why is no real title available?)
Properties and inference for a new class of skew-\(t\) distributions
A parametric regression framework for the skew sinh-arcsinh \(t\) distribution
Objective Bayesian inference for the half-normal and half-\(t\) distributions
Heavy or semi-heavy tail, that is the question
Computational tools for comparing asymmetric GARCH models via Bayes factors
Connecting distributions with power tails on the real line, the half line and the interval
Robust model-based clustering via mixtures of skew-t distributions with missing information
Extreme Value Distributions for the Skew-Symmetric Family of Distributions
Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model
Testing for sub-models of the skew \(t\)-distribution
On Rényi information for ergodic diffusion processes
A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation
Families of distributions arising from distributions of order statistics
The exp-\(G\) family of probability distributions
Mean-variance-skewness-entropy measures: a multi-objective approach for portfolio selection
Estimation methods for expected shortfall
A new skew logistic distribution: properties and applications
An alternative multivariate skew-slash distribution
Bayesian mixture modelling in geochronology via Markov chain Monte Carlo
On some tests of the covariance matrix under general conditions
On some study of skew-\(t\) distributions
A robust approach to joint modeling of mean and scale covariance for longitudinal data
Skewness-kurtosis bounds for the skewed generalized \(T\) and related distributions
On fundamental skew distributions
The multivariate skew-slash distribution
Bayesian robust analysis for non-normal data based on a perturbed-t model
Two-sided generalized exponential distribution
Concentration function for the skew-normal and skew-\(t\) distributions, with application in robust Bayesian analysis
Robust Likelihood Methods Based on the Skew-t and Related Distributions
Asymptotic expansions for market risk assessment: evidence in energy and commodity indices
Rejoinder
Inference for a skew extension of the Grubbs model
Joint regression modeling of location and scale parameters of the skew t distribution with application in soil chemistry data
A generalised student's \(t\)-distribution
Robust modeling using the generalized epsilon-skew-\(t\) distribution
Moments of the generalized hyperbolic distribution
Financial data and the skewed generalized \(t\) distribution
Skew selection for factor stochastic volatility models

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