An alternative multivariate skew-slash distribution

DOI10.1016/J.SPL.2008.03.017zbMATH Open1154.62336OpenAlexW2043335416MaRDI QIDQ952873FDOQ952873

Olcay Arslan

Publication date: 14 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.03.017

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zbMATH Keywords

skew distributionsheavy tailed distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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• Normal Variance-Mean Mixtures and z Distributions
• The multivariate skew-slash distribution
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• The multivariate skew-normal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Understanding some long‐tailed symmetrical distributions
• A Skew Extension of the T-Distribution, with Applications
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• A new family of slash-distributions with elliptical contours
• Some skew-symmetric models
• Generalized incomplete gamma functions with applications
• The Two-Dimensional Hyperbolic Distribution and Related Distributions, with an Application to Johannsen's Bean Data
• The multivariate slash and skew-slash Student \(t\) distributions
• Robust Confidence Intervals for a Location Parameter: The Configural Approach

Cited In (35)

• Nakagami distribution with heavy tails and applications to mining engineering data
• Slash distributions of the sum of independent logistic random variables
• Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons
• An extension of the half-normal distribution
• Quantile function expansion using regularly varying functions
• Maximum likelihood parameter estimation for the multivariate skew-slash distribution
• Gumbel distribution with heavy tails and applications to environmental data
• The multivariate skew-slash distribution
• A new family of multivariate skew slash distribution
• Generalized modified slash distribution with applications
• A new class of slash-elliptical distributions
• Bayesian analysis of multivariate mixed models for a prospective cohort study using skew-elliptical distributions
• An Asymmetric Extension for the Family of Elliptical Slash Distributions
• A skew extension of the slash distribution via beta-normal distribution
• An Alpha Half Normal Slash Distribution for Analyzing Non Negative Data
• Slash distributions, generalized convolutions, and extremes
• Linear regression models with slash-elliptical errors
• An extension of the generalized half-normal distribution
• An estimation procedure for the Linnik distribution
• A generalization of the slash half normal distribution: properties and inferences
• Likelihood ratio test change-point detection in the skew slash distribution
• On the scale mixtures of multivariate skew slash distributions
• Matrix variate slash distribution
• Modified information criterion for detecting changes in skew slash distribution
• Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios
• A generalization of the slashed distribution via alpha skew normal distribution
• The location-scale mixture exponential power distribution: a Bayesian and maximum likelihood approach
• Modified skew-slash distribution
• Empirical Bayes Estimation in Regression Models with Generalized Skew-Slash Errors
• Modified slash distribution
• Title not available (Why is that?)
• Bayesian analysis of longitudinal ordered data with flexible random effects using McMC: application to diabetic macular Edema data
• Location-scale mixture of skew-elliptical distributions: looking at the robust modeling
• A new heavy-tailed distribution defined on the bounded interval: the logit slash distribution and its application
• The multivariate asymmetric slash Laplace distribution and its applications

Uses Software

• QRM

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