On the Marshall-Olkin transformation as a skewing mechanism

DOI10.1016/j.csda.2012.01.003zbMath1252.60021OpenAlexW2166789845WikidataQ126280511 ScholiaQ126280511MaRDI QIDQ693229

Mark F. J. Steel, Francisco J. Rubio

Publication date: 7 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.01.003

zbMATH Keywords

momenttail behaviourskewness measureStudent-\(t\)

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Characteristic functions; other transforms (60E10)

Related Items (10)

On the Harris extended family of distributions ⋮ A new generalization of the gamma distribution with application to negatively skewed survival data ⋮ MPS: An R package for modelling shifted families of distributions ⋮ On Families of Distributions with Shape Parameters ⋮ Unnamed Item ⋮ A new useful three-parameter extension of the exponential distribution ⋮ A Marshall–Olkin family of heavy-tailed distributions which includes the lognormal one ⋮ On the Marshall–Olkin extended distributions ⋮ Comparison of estimation methods for the Marshall–Olkin extended Lindley distribution ⋮ The Marshall-Olkin family of distributions: mathematical properties and new models

Cites Work

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• Marshall-Olkin Esscher transformed Laplace distribution and processes
• Families of distributions arising from distributions of order statistics
• An improved skewness measure
• A new skew generalization of the normal distribution: properties and applications
• Sinh-arcsinh distributions
• On Bayesian Modeling of Fat Tails and Skewness
• A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families
• A Constructive Representation of Univariate Skewed Distributions

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