Statistical inference for a general class of asymmetric distributions

From MaRDI portal
Publication:707055

DOI10.1016/j.jspi.2003.11.014zbMath1095.62015OpenAlexW2072585295MaRDI QIDQ707055

Reinaldo B. Arellano-Valle, Héctor W. Gómez, Fernando A. Quintana

Publication date: 9 February 2005

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

Full work available at URL: http://hdl.handle.net/10533/176456



Related Items

An Asymmetric Extension for the Family of Elliptical Slash Distributions, Modeling and forecasting the spread and death rate of coronavirus (COVID-19) in the world using time series models, A general approach for obtaining wrapped circular distributions via mixtures, A new skew logistic distribution: properties and applications, The extended slash distribution of the sum of two independent logistic random variables, A unified view on skewed distributions arising from selections, Unnamed Item, On modelling asymmetric data using two-piece sinh-arcsinh distributions, A doubly skewed normal distribution, A Bayesian approach on the two-piece scale mixtures of normal homoscedastic nonlinear regression models, Bayesian analysis of two-piece location-scale models under reference priors with partial information, Flexible families of symmetric and asymmetric distributions based on the two-piece skew normal distribution, Improving the Wilcoxon signed rank test by a kernel smooth probability integral transformation, Autoregressive processes with generalized hyperbolic innovations, On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions*, On parameter orthogonality in symmetric and skew models, Asymptotic distribution of the sum of skew-normal random variables: application in data envelopment analysis, Epsilon half-normal model: properties and inference, Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions, Letter to the Editor: ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’, Response to the Letter to the Editor on ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’, On Families of Distributions with Shape Parameters, The log‐power‐normal distribution with application to air pollution, Flexible asymmetric multivariate distributions based on two-piece univariate distributions, Robust clustering of COVID-19 cases across U.S. counties using mixtures of asymmetric time series models with time varying and freely indexed covariates, On Quantile‐based Asymmetric Family of Distributions: Properties and Inference, Time series models based on the unrestricted skew-normal process, A robust class of homoscedastic nonlinear regression models, Robust mixture regression modeling based on two-piece scale mixtures of normal distributions, Inference in two-piece location-scale models with Jeffreys priors, A flexible two-piece normal dynamic linear model, Marginal distributions of random vectors generated by affine transformations of independent two-piece normal variables, Two-Piece location-scale distributions based on scale mixtures of normal family, The multivariate alpha-power model, The skew-reflected-Gompertz distribution for analyzing symmetric and asymmetric data, Robust modeling using the generalized epsilon-skew-tdistribution, A note on the infinite divisibility of a class of transformations of normal variables, Epsilon Birnbaum-Saunders distribution family: properties and inference, Survival and lifetime data analysis with a flexible class of distributions, Flexible objective Bayesian linear regression with applications in survival analysis, On a transform for modeling skewness, Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach, Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models, A class of Birnbaum-Saunders type kernel density estimators for nonnegative data, An Extension of the Epsilon-Skew-Normal Distribution, A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers, The Extended Skew-Exponential Power Distribution and Its Derivation, Properties and estimation of asymmetric exponential power distribution, A note on rescalings, reparametrizations and classes of distributions, Birnbaum‐Saunders distribution: A review of models, analysis, and applications, Unnamed Item, Bayesian modeling using a class of bimodal skew-elliptical distributions, Bayesian analysis of some models that use the asymmetric exponential power distribution, A two-piece normal measurement error model, Bimodality based on the generalized skew-normal distribution, Modified skew-slash distribution, Nonparametric Bayesian modelling using skewed Dirichlet processes, Robust mixture modeling based on two-piece scale mixtures of normal family, Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions, Optimal detection of Fechner-asymmetry, On the robustness of an epsilon skew extension for Burr III distribution on the real line, On a family of two-piece circular distributions, Tractable Bayesian Variable Selection: Beyond Normality, On the propriety of the posterior of hierarchical linear mixed models with flexible random effects distributions, Distortion sensitivity of estimators of location, A new class of skew distributions with climate data analysis, A new class of weighted bimodal distribution with application to gamma-ray burst duration data, Tests on asymmetry for ordered categorical variables, An alternative skew exponential power distribution formulation



Cites Work