On the Marshall-Olkin transformation as a skewing mechanism

DOI10.1016/J.CSDA.2012.01.003MaRDI QIDQ693229zbMATHOpenAlexWikidataFDO

Authors M. F. J. Steel, F. J. Rubio

Publication date 7 December 2012

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2012.01.003

zbMATH Keywords

momentskewness measuretail behaviourStudent-\(t\)

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Statistics of extreme values; tail inference (62G32)

Recommendations

• Multivariate skewing mechanisms: a unified perspective based on the transformation approach
• Skew models. I
• Estimation of ordinary differential equation parameters using constrained local polynomial regression
• Multivariate skew distributions with mode-invariance through the transformation of scale
• On a transform for modeling skewness

Cites work

• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• A Constructive Representation of Univariate Skewed Distributions
• A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families
• A new skew generalization of the normal distribution: properties and applications
• An improved skewness measure
• Families of distributions arising from distributions of order statistics
• Marshall-Olkin Esscher transformed Laplace distribution and processes
• On Bayesian Modeling of Fat Tails and Skewness
• Sinh-arcsinh distributions

Cited in

(12)

• A Marshall-Olkin family of heavy-tailed distributions which includes the lognormal one
• The Marshall-Olkin family of distributions: mathematical properties and new models
• A new generalization of the gamma distribution with application to negatively skewed survival data
• On the Marshall-Olkin extended distributions
• A new family of quantile regression models applied to nutritional data
• A new useful three-parameter extension of the exponential distribution
• On Families of Distributions with Shape Parameters
• On an asymmetric extension of the Tobit model based on the tilted-normal distribution
• Multivariate skewing mechanisms: a unified perspective based on the transformation approach
• On the Harris extended family of distributions
• Comparison of estimation methods for the Marshall-Olkin extended Lindley distribution
• MPS: An R package for modelling shifted families of distributions

This page was built for publication: On the Marshall-Olkin transformation as a skewing mechanism

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q693229)