Modelling skewness and kurtosis with the BCPE density in GAMLSS

DOI10.1080/02664763.2011.644530OpenAlexW1970133567MaRDI QIDQ5127038

Dimitrios M. Stasinopoulos, Robert Gilchrist, Robert A. Rigby, Vlasios Voudouris, John Sedgwick

Publication date: 21 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2011.644530

zbMATH Keywords

P-splinesGAMLSSBCPE distributionmodel selection in GAMLSSPareto-Levy-Mandelbrot distribution

Mathematics Subject Classification ID

Statistics (62-XX)

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Uses Software

• R
• GMRFLib
• GAMLSS
• Worm plot
• gamair

Cites Work

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• Gaussian Markov Random Fields
• Approximate Inference in Generalized Linear Mixed Models
• Generalized Linear Models with Random Effects
• Generalized Additive Models for Location, Scale and Shape
• The Statistical Implications of a System of Simultaneous Equations
• The Probability Approach in Econometrics
• A new look at the statistical model identification

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