The centred parameterization and related quantities of the skew-\(t\) distribution
From MaRDI portal
Publication:690959
DOI10.1016/j.jmva.2011.05.016zbMath1253.60012OpenAlexW2048294781MaRDI QIDQ690959
Adelchi Azzalini, Reinaldo B. Arellano-Valle
Publication date: 29 November 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.05.016
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)
Related Items (12)
A new skew logistic distribution: properties and applications ⋮ A new class of symmetric distributions including the elliptically symmetric logistic ⋮ Skew-symmetric distributions and Fisher information: the double sin of the skew-normal ⋮ Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions ⋮ A Non‐Gaussian Spatio‐Temporal Model for Daily Wind Speeds Based on a Multi‐Variate Skew‐t Distribution ⋮ Testing for sub-models of the skew \(t\)-distribution ⋮ Unifying compactly supported and Matérn covariance functions in spatial statistics ⋮ Nonparametric two-sample estimation of location and scale parameters from empirical characteristic functions ⋮ Bayesian Multivariate Distributional Regression With Skewed Responses and Skewed Random Effects ⋮ Visualization and statistical modeling of financial big data: double-log modeling with skew-symmetric error distributions ⋮ Heavy or semi-heavy tail, that is the question ⋮ Generalized autoregressive score models based on sinh-arcsinh distributions for time series analysis
Uses Software
This page was built for publication: The centred parameterization and related quantities of the skew-\(t\) distribution