Results 251 to 260 of about 14,405,507 (294)

Multivariate extended skew-t distributions and related families

METRON, 2010
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Arellano-Valle, Reinaldo B., Genton, Marc G.   +1 more
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Finite mixtures of canonical fundamental skew $$t$$ t -distributions

Statistics and Computing, 2015
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Sharon X. Lee, Geoffrey J. McLachlan
openaire   +6 more sources

Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution

SIAM Journal on Financial Mathematics, 2018
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Minsuk Kwak, Traian A. Pirvu
openaire   +3 more sources

Shape mixtures of skew-t-normal distributions: characterizations and estimation

Computational Statistics, 2018
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Mostafa Tamandi, Ahad Jamalizadeh, Tsung-I Lin   +2 more
openaire   +1 more source

On bias reduction estimators of skew-normal and skew-t distributions

Journal of Applied Statistics, 2020
A particular concerns of researchers in statistical inference is bias in parameters estimation. Maximum likelihood estimators are often biased and for small sample size, the first order bias of them can be large and so it may influence the efficiency of the estimator. There are different methods for reduction of this bias.
Mohammad Mahdi, Maghami, Mohammad, Bahrami, Farkhondeh Alsadat, Sajadi   +2 more
openaire   +2 more sources

Moments of random vectors with skew t distribution and their quadratic forms

Statistics & Probability Letters, 2003
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Kim, Hyoung-Moon, Mallick, Bani K.
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A NEW APPROACH FOR SKEW t DISTRIBUTION WITH APPLICATIONS TO ENVIRONMENTAL DATA

Advances and Applications in Statistics, 2016
Summary: In this paper, we present a non-central skewed version of Gosset's \(t\) distribution. Theoretical properties of the proposed distribution are discussed. Model comparison analyses are conducted to illustrate the performance of our model in fitting skewed data with long tails.
Hasan, Abeer, Ning, Wei, Gupta, Arjun
openaire   +1 more source

Objective Bayesian Analysis of Skew‐tDistributions [PDF]

Scandinavian Journal of Statistics, 2012
Abstract. We study the Jeffreys prior and its properties for the shape parameter of univariate skew‐tdistributions with linear and nonlinear Student'stskewing functions. In both cases, we show that the resulting priors for the shape parameter are symmetric around zero and proper. Moreover, we propose a Student'stapproximation of the Jeffreys prior that
Marcia D'Elia Branco, LISEO, Brunero, Marc G. Genton   +2 more
openaire   +2 more sources

Flexible mixture modelling using the multivariate skew-t-normal distribution

Statistics and Computing, 2013
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Tsung-I Lin, Hsiu J. Ho, Chia-Rong Lee
openaire   +3 more sources

Characterization Test for Multivariate Skew-t Distributions

2021 5th International Conference on Advances in Image Processing (ICAIP), 2021
Yan Su 0005, Jingjie Yuan
openaire   +2 more sources