Response to the Letter to the Editor on ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’
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Publication:6064146
DOI10.1111/insr.12424zbMath1528.60019OpenAlexW3095532535MaRDI QIDQ6064146
Rezaul Karim, Irène Gijbels, Anneleen Verhasselt
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.12424
Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Probability distributions: general theory (60E05)
Cites Work
- 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
- Quantile estimation in a generalized asymmetric distributional setting
- A generalized quantile regression model
- Asymmetry and Gradient Asymmetry Functions: Density‐Based Skewness and Kurtosis
- On Quantile‐based Asymmetric Family of Distributions: Properties and Inference
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