Letter to the Editor: ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’

DOI10.1111/insr.12425zbMath1528.60021OpenAlexW3097737728MaRDI QIDQ6064145

Unnamed Author

Publication date: 12 December 2023

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/insr.12425

zbMATH Keywords

asymmetryidentifiabilitytwo-piece distributionsreparameterisationdouble two-piece distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Probability distributions: general theory (60E05)

Cites Work

• Properties and estimation of asymmetric exponential power distribution
• The two-piece normal, binormal, or double Gaussian distribution: its origin and rediscoveries
• Statistical inference for a general class of asymmetric distributions
• A generalized asymmetric Student-\(t\) distribution with application to financial econometrics
• Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions
• Inference in two-piece location-scale models with Jeffreys priors
• A note on rescalings, reparametrizations and classes of distributions
• Tractable Bayesian Variable Selection: Beyond Normality
• On Bayesian Modeling of Fat Tails and Skewness
• A generalized quantile regression model
• On Quantile‐based Asymmetric Family of Distributions: Properties and Inference

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