Properties and Inference for a New Class of Skew-t Distributions
DOI10.1080/03610918.2014.930905zbMath1349.62184OpenAlexW1975691158MaRDI QIDQ2828705
Alireza Nematollahi, Ahad Jamalizadeh, Roohollah Roozegar
Publication date: 26 October 2016
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2014.930905
order statisticsmaximum likelihood estimationMonte Carlo simulationAkaike information criterionskew-normal distributionskew-\(t\) distributionextended skew-normal distribution
Multivariate distribution of statistics (62H10) Point estimation (62F10) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Probability distributions: general theory (60E05)
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Cites Work
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