A generalized skew two-piece skew-elliptical distribution
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Publication:744762
DOI10.1007/s00362-012-0485-7zbMath1297.62034OpenAlexW2048599430MaRDI QIDQ744762
Ahad Jamalizadeh, Mahdi 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
Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)
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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
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