An Extension of the Epsilon-Skew-Normal Distribution

DOI10.1080/03610920902807903zbMath1202.62015OpenAlexW2165846110MaRDI QIDQ3562461

Milton A. Cortés, Reinaldo B. Arellano-Valle, Héctor W. Gómez

Publication date: 21 May 2010

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

Full work available at URL: https://doi.org/10.1080/03610920902807903

zbMATH Keywords

information matrixmaximum likelihood estimationkurtosisbimodalityESN distribution

Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

Related Items (17)

The odd log-logistic Weibull-G family of distributions with regression and financial risk models ⋮ Unnamed Item ⋮ A doubly skewed normal distribution ⋮ A flexible generalization of the skew normal distribution based on a weighted normal distribution ⋮ Autoregressive processes with generalized hyperbolic innovations ⋮ On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions* ⋮ A flexible extension of skew generalized normal distribution ⋮ Bimodal extension based on the skew-\(t\)-normal distribution ⋮ On generating T-X family of distributions using quantile functions ⋮ Unnamed Item ⋮ Multivariate log-skewed distributions with normal kernel and their applications ⋮ The multivariate alpha skew Gaussian distribution ⋮ A new generalization of skew-T distribution with volatility models ⋮ Bimodal skew-symmetric normal distribution ⋮ On the robustness of an epsilon skew extension for Burr III distribution on the real line ⋮ Value-at-risk estimation with new skew extension of generalized normal distribution ⋮ Nonparametric Mixtures Based on Skew-normal Distributions: An Application to Density Estimation

Cites Work

• Unnamed Item
• Unnamed Item
• Statistical inference for a general class of asymmetric distributions
• The epsilon-skew-normal distribution for analyzing near-normal data
• A New Class of Skew-Normal Distributions
• Large-Sample Inference for the Epsilon-Skew-t Distribution
• Maximum likelihood estimation in a class of nonregular cases
• A new class of multivariate skew distributions with applications to bayesian regression models
• Problems of inference for Azzalini's skewnormal distribution

This page was built for publication: An Extension of the Epsilon-Skew-Normal Distribution