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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An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition
Mean-variance-skewness-entropy measures: a multi-objective approach for portfolio selection
The sinh-arcsinhed logistic family of distributions: properties and inference
Bayesian mixture modelling in geochronology via Markov chain Monte Carlo
An alternative multivariate skew-slash distribution
Flexible Class of Skew-Symmetric Distributions
Objective Bayesian inference for the half-normal and half-\(t\) distributions
Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
Robust statistical modelling using the multivariate skew \(t\) distribution with complete and incomplete data
PORT Hill and Moment Estimators for Heavy-Tailed Models
Skew-normal/independent linear mixed models for censored responses with applications to HIV viral loads
A new skew logistic distribution: properties and applications
Multitude of bivariatetdistributions
Log-gamma-generated families of distributions
Reduced-bias location-invariant extreme value index estimation: a simulation study
Skew \(t\) distributions via the sinh-arcsinh transformation
Asymmetry and Gradient Asymmetry Functions: Density‐Based Skewness and Kurtosis
Higher-order expansions of extremes from mixed skew-t distribution
The centred parameterization and related quantities of the skew-\(t\) distribution
Multivariate extended skew-\(t\) distributions and related families
Bayesian analysis of multivariate stochastic volatility with skew return distribution
Portfolio optimization under a generalized hyperbolic skewed \(t\) distribution and exponential utility
A skew extension of the slash distribution via beta-normal distribution
BL-GARCH models with elliptical distributed innovations
Financial data and the skewed generalized \(t\) distribution
Computational tools for comparing asymmetric GARCH models via Bayes factors
A Bayesian approach to bandwidth selection for multivariate kernel density estimation
Extreme Value Distributions for the Skew-Symmetric Family of Distributions
Inference for grouped data with a truncated skew-Laplace distribution
On some tests of the covariance matrix under general conditions
A new familiy of skewed slash distributions generated by the Cauchy kernel
Analysis of multivariate skew normal models with incomplete data
Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution
Large-Sample Inference for the Epsilon-Skew-t Distribution
Skew scale mixtures of normal distributions: properties and estimation
Generalized Additive Models for Location, Scale and Shape
Families of distributions arising from distributions of order statistics
The skew generalized \(t\) (SGT) distribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation
Perturbation of numerical confidential data via skew-\(t\) distributions
Location-scale mixture of skew-elliptical distributions: looking at the robust modeling
Bayesian robust analysis for non-normal data based on a perturbed-t model
Mixtures of skew-\(t\) factor analyzers
A family of skew distributions with mode-invariance through transformation of scale
The fractional-diffusion equation and a new distribution to model positively skewed data with heavy tails
The Kumaraswamy skew-t distribution and its related properties
Robust model-based clustering via mixtures of skew-\(t\) distributions with missing information
Estimation methods for expected shortfall
Tests for normality in classes of skew-\(t\) alternatives
A bivariate \(F\) distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and \(t\) distributions
Robust regression modeling via parametric likelihoods: an alternative to using the skew \(t\) distribution and several rank-based methods
Truncated and Limited Skew-Normal and Skew-t Distributions: Properties and an Illustration
A robust approach to joint modeling of mean and scale covariance for longitudinal data
Generalized beta-generated distributions
The exp-\(G\) family of probability distributions
Semiparametric models and inference for the effect of a treatment when the outcome is nonnegative with clumping at zero
A review on the univariate skew \(t\)-distributions
On the performance of the flexible maximum entropy distributions within partially adaptive estimation
Marginal replacement in multivariate densities, with application to skewing spherically symmetric distributions
Truncated-exponential skew-symmetric distributions
Robust Likelihood Methods Based on the Skew-t and Related Distributions
A robust factor analysis model using the restricted skew-\(t\) distribution
On parameter orthogonality in symmetric and skew models
On fundamental skew distributions
Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions
The Logistic-Uniform Distribution and Its Applications
Joint modelling of location and scale parameters of the t distribution
A generalised student's \(t\)-distribution
The multivariate skew-slash distribution
Inference for a skew extension of the Grubbs model
A generalized asymmetric Student-\(t\) distribution with application to financial econometrics
Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
On Rényi information for ergodic diffusion processes
On some study of skew-\(t\) distributions
Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function
Objective Bayesian analysis for the multivariate skew-\(t\) model
Bayesian non-linear regression models with skew-elliptical errors: applications to the classification of longitudinal profiles
scientific article; zbMATH DE number 7670293 (Why is no real title available?)
Moments of the generalized hyperbolic distribution
A beta-epsilon distribution: properties and applications
Balakrishnan Skew-tDistribution and Associated Statistical Characteristics
Statistical methodology for constructing gestational age-related charts using cross-sectional and longitudinal data: the INTERGROWTH-\(21^{st}\) project as a case study
On some circular distributions induced by inverse stereographic projection
Bimodal extension based on the skew-\(t\)-normal distribution
scientific article; zbMATH DE number 5232090 (Why is no real title available?)
A skewed truncated \(t\) distribution
Heavy or semi-heavy tail, that is the question
Skewness and fat tails in discrete choice models
Two-sided variable inspection plans for arbitrary continuous populations with unknown distribution
Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions
The odd log-logistic Student \(t\) distribution: theory and applications
Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations
Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach
Modelling exchange rate returns: which flexible distribution to use?
Skew selection for factor stochastic volatility models
A new extended normal regression model: simulations and applications
Measures of biomarker dependence using a copula-based multivariate epsilon–skew–normal family of distributions
scientific article; zbMATH DE number 2154636 (Why is no real title available?)
Two-sided generalized exponential distribution

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