On the Marshall-Olkin transformation as a skewing mechanism

DOI10.1016/J.CSDA.2012.01.003zbMATH Open1252.60021OpenAlexW2166789845WikidataQ126280511 ScholiaQ126280511MaRDI QIDQ693229FDOQ693229

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

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

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

zbMATH Keywords

momentskewness measuretail behaviourStudent-\(t\)

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• On Bayesian Modeling of Fat Tails and Skewness
• Sinh-arcsinh distributions
• Title not available (Why is that?)
• 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
• A Constructive Representation of Univariate Skewed Distributions
• Families of distributions arising from distributions of order statistics
• Marshall-Olkin Esscher transformed Laplace distribution and processes
• An improved skewness measure

Cited In (11)

• On the Marshall–Olkin extended distributions
• A new family of quantile regression models applied to nutritional data
• A Marshall–Olkin family of heavy-tailed distributions which includes the lognormal one
• MPS: An R package for modelling shifted families of distributions
• Title not available (Why is that?)
• A new generalization of the gamma distribution with application to negatively skewed survival data
• Comparison of estimation methods for the Marshall–Olkin extended Lindley distribution
• A new useful three-parameter extension of the exponential distribution
• On the Harris extended family of distributions
• On Families of Distributions with Shape Parameters
• The Marshall-Olkin family of distributions: mathematical properties and new models

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)