A Skew Extension of the T-Distribution, with Applications

Recommendations

On some study of skew-t distributions
Properties and inference for a new class of skew-t distributions
Multivariate extended skew-t distributions and related families
The Kumaraswamy skew-t distribution and its related properties
Extremal properties of the skew-t distribution
An extension of the skew-generalized normal distribution and its derivation
A new skew generalization of the normal distribution: properties and applications
The \(t\) statistic of the skew elliptical distributions
A review on the univariate skew t-distributions
Skewness-kurtosis bounds for the skewed generalized \(T\) and related distributions

Cites work

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
scientific article; zbMATH DE number 3713025 (Why is no real title available?)
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

(only showing first 100 items - show all)

Bayesian mixture modelling in geochronology via Markov chain Monte Carlo
On Rényi information for ergodic diffusion processes
Analysis of multivariate skew normal models with incomplete data
Tests for normality in classes of skew-t alternatives
Marginal replacement in multivariate densities, with application to skewing spherically symmetric distributions
Mixtures of skew-\(t\) factor analyzers
Objective Bayesian analysis for the multivariate skew-\(t\) model
The odd log-logistic Student t distribution: theory and applications
Bimodal extension based on the skew-\(t\)-normal distribution
A family of skew distributions with mode-invariance through transformation of scale
Testing for sub-models of the skew \(t\)-distribution
Skew \(t\) distributions via the sinh-arcsinh transformation
A skewed truncated \(t\) distribution
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution
The exp-\(G\) family of probability distributions
A generalised student's \(t\)-distribution
Inference for grouped data with a truncated skew-Laplace distribution
A skew extension of the slash distribution via beta-normal distribution
On some circular distributions induced by inverse stereographic projection
Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach
A parametric regression framework for the skew sinh-arcsinh \(t\) distribution
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
Two-sided variable inspection plans for arbitrary continuous populations with unknown distribution
A new extended normal regression model: simulations and applications
The sinh-arcsinhed logistic family of distributions: properties and inference
Concentration function for the skew-normal and skew-\(t\) distributions, with application in robust Bayesian analysis
The large-sample distribution of the most fundamental of statistical summaries
A robust approach to joint modeling of mean and scale covariance for longitudinal data
Robust model-based clustering via mixtures of skew-t distributions with missing information
A generalized skewness statistic for stationary ergodic martingale differences
An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition
On some tests of the covariance matrix under general conditions
The t family and their close and distant relations
Moments of the generalized hyperbolic distribution
On fundamental skew distributions
A bivariate F distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and t distributions
The multivariate skew-slash distribution
Skewness-kurtosis bounds for the skewed generalized \(T\) and related distributions
A beta-epsilon distribution: properties and applications
A Markov-switching regression model with non-Gaussian innovations: estimation and testing
Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
Financial data and the skewed generalized t distribution
Two-sided generalized exponential distribution
Properties and inference for a new class of skew-t distributions
A new familiy of skewed slash distributions generated by the Cauchy kernel
Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms
The Logistic-Uniform Distribution and Its Applications
Estimation methods for expected shortfall
Skew-normal/independent linear mixed models for censored responses with applications to HIV viral loads
A new skew logistic distribution: properties and applications
Truncated-exponential skew-symmetric distributions
Log-gamma-generated families of distributions
Flexible distributions as an approach to robustness: the skew-t case
A new approach for skew t distribution with applications to environmental data
A review on the univariate skew t-distributions
Reduced-bias location-invariant extreme value index estimation: a simulation study
Robust statistical modelling using the multivariate skew t distribution with complete and incomplete data
Perturbation of numerical confidential data via skew-t distributions
Robust Likelihood Methods Based on the Skew-t and Related Distributions
Skewness and fat tails in discrete choice models
Joint modelling of location and scale parameters of the t distribution
Large-Sample Inference for the Epsilon-Skew-t Distribution
PORT Hill and Moment Estimators for Heavy-Tailed Models
Estimation ofk-Factor GIGARCH Process: A Monte Carlo Study
BL-GARCH models with elliptical distributed innovations
Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function
Truncated and Limited Skew-Normal and Skew-t Distributions: Properties and an Illustration
The fractional-diffusion equation and a new distribution to model positively skewed data with heavy tails
Computational tools for comparing asymmetric GARCH models via Bayes factors
Generalized beta-generated distributions
Inference for a skew extension of the Grubbs model
Distortion Risk Measures Under Skew Normal Settings
MODEL SELECTION AND AVERAGING OF HEALTH COSTS IN EPISODE TREATMENT GROUPS
Higher-order expansions of extremes from mixed skew-t distribution
Modelling exchange rate returns: which flexible distribution to use?
An accurate, tractable, and analytically integrable polynomial expansion of the skewed Student's t-distribution
Multitude of bivariatetdistributions
scientific article; zbMATH DE number 2154636 (Why is no real title available?)
Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
Flexible Class of Skew-Symmetric Distributions
Multivariate extended skew-t distributions and related families
A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation
Using the Box-Cox t distribution in GAMLSS to model skewness and kurtosis
A robust factor analysis model using the restricted skew-\(t\) distribution
Portfolio optimization under a generalized hyperbolic skewed t distribution and exponential utility
Skew selection for factor stochastic volatility models
On some study of skew-t distributions
Pricing electricity day-ahead cap futures with multifactor skew-t densities
A proposed mechanism for skewing symmetric distributions
Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations
The Kumaraswamy skew-t distribution and its related properties
Robust modeling using the generalized epsilon-skew-\(t\) distribution
Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions
One-step \(M\)-estimators: Jones and Faddy's skewed \(t\)-distribution
Measures of biomarker dependence using a copula-based multivariate epsilon–skew–normal family of distributions
Balakrishnan Skew-tDistribution and Associated Statistical Characteristics
Robust regression modeling via parametric likelihoods: an alternative to using the skew \(t\) distribution and several rank-based methods
Multivariate normal mean-variance mixture distribution based on Birnbaum-Saunders distribution

This page was built for publication: A Skew Extension of the T-Distribution, with Applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4673758)