The Extended Skew-Exponential Power Distribution and Its Derivation

DOI10.1080/03610920601126118MaRDI QIDQ5421528zbMATH OpenOpenAlexFDO

Authors Hugo S. Salinas, Reinaldo B. Arellano-Valle, Héctor W. Gómez

Publication date 24 October 2007

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920601126118

zbMATH Keywords

kurtosismaximum likelihood estimationsingular information matrixskewness

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Parametric inference under constraints (62F30)

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Cites work

• A note on rescalings, reparametrizations and classes of distributions
• Generalized skew-normal models: properties and inference
• scientific article; zbMATH DE number 1547157 (Why is no real title available?)
• Inferential Aspects of the Skew Exponential Power Distribution
• Likelihood-based inference with singular information matrix
• Maximum likelihood estimation in a class of nonregular cases
• Methods for the two-piece normal distribution
• On Bayesian Modeling of Fat Tails and Skewness
• Problems of inference for Azzalini's skewnormal distribution
• Statistical inference for a general class of asymmetric distributions
• The epsilon-skew-normal distribution for analyzing near-normal data

Cited in

(18)

• The location-scale mixture exponential power distribution: a Bayesian and maximum likelihood approach
• Inferences from asymmetric multivariate exponential power distribution
• A note on the Fisher information matrix for the flexible generalized-skew-normal model
• The epsilon-skew exponential power distribution family
• Properties and inference on the skew-curved-symmetric family of distributions
• Further results on the epsilon-skew exponential power distribution
• Corrigendum to: ``Skew-normal alpha-power model
• Power Laws and Skew Distributions
• The power series skew normal class of distributions
• Bimodality based on the generalized skew-normal distribution
• Computational methods applied to a skewed generalized normal family
• Robust modeling using the generalized epsilon-skew-\(t\) distribution
• Skewed double exponential distribution and its stochastic representation
• An alternative skew exponential power distribution formulation
• Methods for generating families of univariate continuous distributions in the recent decades
• Statistical inference for a general class of asymmetric distributions
• On the singularity of multivariate skew-symmetric models
• Properties and estimation of asymmetric exponential power distribution

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