A generalized skew two-piece skew-elliptical distribution

DOI10.1007/S00362-012-0485-7zbMATH Open1297.62034OpenAlexW2048599430MaRDI QIDQ744762FDOQ744762

Authors Mahdi Salehi, Ahad Jamalizadeh, M. Doostparast

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

zbMATH Keywords

maximum likelihood estimatormultivariate elliptical distributiongeneralized skew two-piece skew-\(t\) distributiongeneralized skew two-piece skew-elliptical distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

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Cites work

• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 3980216 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• A generalized skew two-piece skew-normal distribution
• A unified view on skewed distributions arising from selections
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
• On a class of symmetric distributions associated with the product of two correlated \(t\) variables
• On a class of two-piece skew-normal distributions
• On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions
• On the theory of elliptically contoured distributions
• Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution
• Recurrence relations for bivariate \(t\) and extended skew-\(t\) distributions and an application to order statistics from bivariate \(t\)
• Recurrence relations for distributions of a skew-\(t\) and a linear combination of order statistics from a bivariate-\(t\)

Cited in

(8)

• Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications
• Generalized skew-elliptical distributions and their quadratic forms
• A two-parameter generalized skew-normal distribution
• Extended generalized skew-elliptical distributions and their moments
• Flexible families of symmetric and asymmetric distributions based on the two-piece skew normal distribution
• Expressions for moments of order statistics and records from the skew-normal distribution in terms of multivariate normal orthant probabilities
• Generalized skew-elliptical distributions are closed under affine transformations
• A generalized skew two-piece skew-normal distribution

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