A generalized skew two-piece skew-elliptical distribution
DOI10.1007/S00362-012-0485-7zbMATH Open1297.62034OpenAlexW2048599430MaRDI QIDQ744762FDOQ744762
Ahad Jamalizadeh, M. Doostparast, Mahdi Salehi
Publication date: 26 September 2014
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-012-0485-7
maximum likelihood estimatormultivariate elliptical distributiongeneralized skew two-piece skew-\(t\) distributiongeneralized skew two-piece skew-elliptical distribution
Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)
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Cited In (6)
- Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications
- Expressions for moments of order statistics and records from the skew-normal distribution in terms of multivariate normal orthant probabilities
- Flexible families of symmetric and asymmetric distributions based on the two-piece skew normal distribution
- Generalized skew-elliptical distributions are closed under affine transformations
- A two-parameter generalized skew-normal distribution
- Extended generalized skew-elliptical distributions and their moments
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