Robust modeling using the generalized epsilon-skew-tdistribution

DOI10.1080/02664763.2012.725462OpenAlexW1988450700MaRDI QIDQ5127130

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Publication date: 21 October 2020

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

Full work available at URL: https://doi.org/10.1080/02664763.2012.725462

zbMATH Keywords

stochastic representationgeneralized Student-\(t\) distributionkurtosis coefficientasymmetry coefficient

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions*

Uses Software

• LBFGS-B

Cites Work

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• Statistical inference for a general class of asymmetric distributions
• The epsilon-skew-normal distribution for analyzing near-normal data
• Financial Data and the Skewed Generalized T Distribution
• Large-Sample Inference for the Epsilon-Skew-t Distribution
• Autoregressive Conditional Density Estimation
• A Limited Memory Algorithm for Bound Constrained Optimization
• Parameter Estimation for a Generalized Gamma Distribution
• A Generalization of the Gamma Distribution

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