Inferential Aspects of the Skew Exponential Power Distribution
From MaRDI portal
Publication:5754745
DOI10.1198/016214504000000359zbMath1117.62318OpenAlexW2146681527MaRDI QIDQ5754745
Thomas J. DiCiccio, Anna Clara Monti
Publication date: 20 August 2007
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214504000000359
Related Items (46)
A note on the Fisher information matrix for the flexible generalized-skew-normal model ⋮ A unified view on skewed distributions arising from selections ⋮ Robust Likelihood Methods Based on the Skew-t and Related Distributions ⋮ A Matching Prior for the Shape Parameter of the Skew-Normal Distribution ⋮ Directed acyclic graph based information shares for price discovery ⋮ On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions* ⋮ Skew-normal alpha-power model [Statistics 48(2014) 1414–1428] ⋮ Skew-symmetric distributions and Fisher information: the double sin of the skew-normal ⋮ Variance-mean mixture of multivariate normal distribution and weighted gamma distribution: properties and applications ⋮ Objective Bayesian analysis for exponential power regression models ⋮ Model-based clustering and classification using mixtures of multivariate skewed power exponential distributions ⋮ A constrained maximum likelihood estimation for skew normal mixtures ⋮ The location-scale mixture exponential power distribution: a Bayesian and maximum likelihood approach ⋮ Skew-symmetric distributions and Fisher information -- a tale of two densities ⋮ Inference for a skew extension of the Grubbs model ⋮ An alternative multivariate skew Laplace distribution: properties and estimation ⋮ Discussion ⋮ Multivariate extended skew-\(t\) distributions and related families ⋮ On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models ⋮ On the information matrix of the multivariate skew-\(t\) model ⋮ The centred parametrization for the multivariate skew-normal distribution ⋮ The skew generalizedtdistribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation ⋮ Properties and Inference on the Skew-Curved-Symmetric Family of Distributions ⋮ Bayesian non-linear regression models with skew-elliptical errors: applications to the classification of longitudinal profiles ⋮ Diagnostics for skew-normal nonlinear regression models with AR(1) errors ⋮ Skew scale mixtures of normal distributions: properties and estimation ⋮ Modeling skew-symmetric distributions using B-spline and penalties ⋮ The Extended Skew-Exponential Power Distribution and Its Derivation ⋮ Likelihood-Based Inference for Multivariate Skew-Normal Regression Models ⋮ On the singularity of multivariate skew-symmetric models ⋮ Conditional Specification with Exponential Power Distributions ⋮ Acknowledgement of Priority: the Generalized Normal Distribution ⋮ Properties and estimation of asymmetric exponential power distribution ⋮ Robust mixture modeling based on scale mixtures of skew-normal distributions ⋮ Bayesian analysis of some models that use the asymmetric exponential power distribution ⋮ Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes ⋮ Maximum likelihood parameter estimation for the multivariate skew-slash distribution ⋮ Bimodality based on the generalized skew-normal distribution ⋮ The Skew-normal Distribution and Related Multivariate Families* ⋮ Using the Box-Cox t distribution in GAMLSS to model skewness and kurtosis ⋮ Inferences from asymmetric multivariate exponential power distribution ⋮ On multiple constraint skewed models ⋮ Robust linear mixed models for small area estimation ⋮ Heavy or semi-heavy tail, that is the question ⋮ An alternative skew exponential power distribution formulation ⋮ Minimum Hellinger distance based inference for scalar skew-normal and skew-\(t\) distributions
This page was built for publication: Inferential Aspects of the Skew Exponential Power Distribution