Skew \(t\) distributions via the sinh-arcsinh transformation

DOI10.1007/s11749-010-0222-2zbMath1253.60019OpenAlexW2094961362MaRDI QIDQ1761549

Arthur Pewsey, M. C. Jones, J. F. Rosco

Publication date: 15 November 2012

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-010-0222-2

zbMATH Keywords

heavy tailsskewnesstwo-piece distributionsStudent's \(t\) distributionAzzalini-type distributionsquantile-based measures

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Probability distributions: general theory (60E05)

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Uses Software

• LMOMENTS

Cites Work

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