Truncated and Limited Skew-Normal and Skew-t Distributions: Properties and an Illustration

DOI10.1080/03610910902936109zbMath1178.60013OpenAlexW2036204471MaRDI QIDQ3644997

Ahad Jamalizadeh, Reza Pourmousa, Narayanaswamy Balakrishnan

Publication date: 16 November 2009

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

Full work available at URL: https://doi.org/10.1080/03610910902936109

zbMATH Keywords

likelihood estimationskew-Cauchy distributionskew-normal distributionskew-\(t\) distributiontruncated distributionslimited distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (5)

On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution ⋮ An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data ⋮ Asymptotic distributions and performance of empirical skewness measures ⋮ Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions ⋮ Moments of truncated scale mixtures of skew-normal distributions

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• The Skew-normal Distribution and Related Multivariate Families*

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