Bimodal extension based on the skew-\(t\)-normal distribution

DOI10.1214/17-BJPS372zbMath1414.62068MaRDI QIDQ1729797

Mina Towhidi, Ahad Jamalizadeh, Héctor W. Gómez, Mehdi Amiri

Publication date: 28 February 2019

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1547456483

zbMATH Keywords

maximum likelihood estimationkurtosisFisher information matrixskewnessbimodal density

Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (1)

Reduction principle for functionals of strong-weak dependent vector random fields

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some skew symmetric inverse reflected distributions
• Some results on the truncated multivariate \(t\) distribution
• The nontruncated marginal of a truncated bivariate normal distribution
• Skewed distributions generated by the normal kernel.
• Skew \(t\) distributions via the sinh-arcsinh transformation
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• Epsilon half-normal model: properties and inference
• The epsilon-skew-normal distribution for analyzing near-normal data
• ALPHA-SKEW-NORMAL DISTRIBUTION
• A New Class of Skew-Normal Distributions
• Some skew-symmetric models
• An Extension of the Epsilon-Skew-Normal Distribution
• Problems of inference for Azzalini's skewnormal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Flexible Class of Skew-Symmetric Distributions
• Balakrishnan Skew-tDistribution and Associated Statistical Characteristics
• A new class of skew-symmetric distributions and related families
• The skew generalizedtdistribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation
• On a class of two-piece skew-normal distributions
• A Test of Goodness of Fit

This page was built for publication: Bimodal extension based on the skew-\(t\)-normal distribution