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

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

zbMATH Keywords

asymptoticsmaximum likelihood estimationquantilesmethod of momentsasymmetric density

Mathematics Subject Classification ID

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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