On parameter orthogonality in symmetric and skew models

DOI10.1016/J.JSPI.2010.07.021MaRDI QIDQ607192zbMATHOpenAlexFDO

Authors M. C. Jones, Karim Anaya-Izquierdo

Publication date 19 November 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL http://oro.open.ac.uk/24775/1/infozero_final.pdf

zbMATH Keywords

skew-\(t\) distributionextended location-scale modeltwo-piece distribution

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

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Cites work

• scientific article; zbMATH DE number 1614382 (Why is no real title available?)
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• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
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• A note on rescalings, reparametrizations and classes of distributions
• Autoregressive Conditional Density Estimation
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• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Essentials of Statistical Inference
• Joint modelling of location and scale parameters of the t distribution
• Large-Sample Inference for the Epsilon-Skew-t Distribution
• On Bayesian Modeling of Fat Tails and Skewness
• On a class of distributions with simple exponential tails
• Optimal detection of Fechner-asymmetry
• Principles of Statistical Inference
• Rejoinder: ``The \(t\) family and their close and distant relations
• Robust Likelihood Methods Based on the Skew-t and Related Distributions
• Sinh-arcsinh distributions
• Statistical inference for a general class of asymmetric distributions
• The epsilon-skew-normal distribution for analyzing near-normal data

Cited in

(10)

• Inverse Batschelet distributions for circular data
• On the construction of a parameter orthogonal to the mean
• Skew \(t\) distributions via the sinh-arcsinh transformation
• Survival and lifetime data analysis with a flexible class of distributions
• Rejoinder: ``Inference in two-piece location-scale models with Jeffreys priors
• On Families of Distributions with Shape Parameters
• On modelling asymmetric data using two-piece sinh-arcsinh distributions
• Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions
• Inference in two-piece location-scale models with Jeffreys priors
• On parameter orthogonality to the mean

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Uses Software

• nleqslv

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