Results 1 to 10 of about 41,599 (261)
The Linear Skew-t Distribution and Its Properties
Stats, 2023 The aim of this expository paper is to present the properties of the linear skew-t distribution, which is a specific example of a symmetry modulated-distribution.
C. J. Adcock
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Some Inferences on Skew-t Distribution of 2 Degrees of Freedom [PDF]
Journal of Statistical Theory and Applications (JSTA), 2017 Understanding the properties of Skew distributions is important in many statistical applications. The Student-t distribution is widely used in statistics. Skew-t distribution is a useful model to describe data with heavy tails.
Mohammad Ahsanullah, Valery B. Nevzorov
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Robust Mixture Regression Based on the Skew t Distribution
Revista Colombiana de Estadística, 2017 In this study, we explore a robust mixture regression procedure based on the skew t distribution in order to model heavy-tailed and/or skewed errors in a mixture regression setting.
FATMA ZEHRA Doğru, OLCAY ARSLAN
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Generalizations of the Skew t-Normal Distribution and their Properties [PDF]
Journal of Sciences, Islamic Republic of Iran, 2010 In this paper we consider several generalizations of the skew t-normal distribution, and some of their properties. Also, we represent several theorems for constructing each generalized skew t-normal distribution.
M. Mohammadzadeh
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The Representative Points of Generalized Alpha Skew-t Distribution and Applications [PDF]
EntropyAssuming the underlying statistical distribution of data is critical in information theory, as it impacts the accuracy and efficiency of communication and the definition of entropy. The real-world data are widely assumed to follow the normal distribution.
Yong-Feng Zhou +3 more
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Multivariate Skew t-Distribution: Asymptotics for Parameter Estimators and Extension to Skew t-Copula [PDF]
Symmetry, 2021 Symmetric elliptical distributions have been intensively used in data modeling and robustness studies. The area of applications was considerably widened after transforming elliptical distributions into the skew elliptical ones that preserve several good properties of the corresponding symmetric distributions and increase possibilities of data modeling.
Tõnu Kollo +2 more
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The Asymmetric Alpha-Power Skew-t Distribution [PDF]
Symmetry, 2020 In this paper, we propose a new asymmetric and heavy-tail model that generalizes both the skew-t and power-t models. Properties of the model are studied in detail. The score functions and the elements of the observed information matrix are given. The process to estimate the parameters in model is discussed by using the maximum likelihood approach. Also,
Roger Tovar-Falón +2 more
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Some Statistical Aspects of the Truncated Multivariate Skew-t Distribution
Mathematics, 2022 The multivariate skew-t distribution plays an important role in statistics since it combines skewness with heavy tails, a very common feature in real-world data.
Raúl Alejandro Morán-Vásquez +2 more
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On mixtures of skew normal and skew $$t$$ -distributions [PDF]
Advances in Data Analysis and Classification, 2013 Finite mixture of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the connections between them and their relative performance becomes rather unclear.
Sharon X. Lee, Geoffrey J. McLachlan
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Scientific African, 2023 This study introduces a new conditional innovation density called the generalized odd generalized exponentiated skew-t (GOGEST) distribution for the generalized autoregressive conditional heteroscedasticity (GARCH) volatility models.
O.D. Adubisi, A. Abdulkadir, D.J. Adashu
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