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

(only showing first 100 items - show all)

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
A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation
Asymptotic expansions for market risk assessment: evidence in energy and commodity indices
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
The \(t\) family and their close and distant relations
One-step \(M\)-estimators: Jones and Faddy's skewed \(t\)-distribution
Rejoinder
MODEL SELECTION AND AVERAGING OF HEALTH COSTS IN EPISODE TREATMENT GROUPS
Connecting distributions with power tails on the real line, the half line and the interval
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Robust modeling using the generalized epsilon-skew-\(t\) distribution
Properties and inference for a new class of skew-\(t\) distributions
A new approach for skew \(t\) distribution with applications to environmental data
Flexible distributions as an approach to robustness: the skew-\(t\) case
Estimation ofk-Factor GIGARCH Process: A Monte Carlo Study
An accurate, tractable, and analytically integrable polynomial expansion of the skewed Student's \(t\)-distribution
Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model
Margin‐closed vector autoregressive time series models
Skewness-kurtosis bounds for the skewed generalized \(T\) and related distributions
Distortion Risk Measures Under Skew Normal Settings
A parametric regression framework for the skew sinh-arcsinh \(t\) distribution
Concentration function for the skew-normal and skew-\(t\) distributions, with application in robust Bayesian analysis
The modality of skew \(t\)-distribution
Testing for sub-models of the skew \(t\)-distribution
Using the Box-Cox t distribution in GAMLSS to model skewness and kurtosis
Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution
The large-sample distribution of the most fundamental of statistical summaries
A proposed mechanism for skewing symmetric distributions
A generalized skewness statistic for stationary ergodic martingale differences
Multivariate normal mean-variance mixture distribution based on Birnbaum-Saunders distribution
A Markov-switching regression model with non-Gaussian innovations: estimation and testing
Methods for generating families of univariate continuous distributions in the recent decades
Joint regression modeling of location and scale parameters of the skew t distribution with application in soil chemistry data
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

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