A family of skew-symmetric-Laplace distributions
Author
Abstract
Suggested Citation
DOI: 10.1007/s00362-011-0372-7
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Umbach, Dale, 2006. "Some moment relationships for skew-symmetric distributions," Statistics & Probability Letters, Elsevier, vol. 76(5), pages 507-512, March.
- Kozubowski, Tomasz J. & Nolan, John P., 2008. "Infinite divisibility of skew Gaussian and Laplace laws," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 654-660, April.
- Nadarajah, Saralees & Kotz, Samuel, 2003. "Skewed distributions generated by the normal kernel," Statistics & Probability Letters, Elsevier, vol. 65(3), pages 269-277, November.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Klaus Müller & Wolf-Dieter Richter, 2015. "Exact extreme value, product, and ratio distributions under non-standard assumptions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 99(1), pages 1-30, January.
- Sricharan Shah & Partha Jyoti Hazarika & Subrata Chakraborty & M. Masoom Ali, 2023. "A Generalized-Alpha–Beta-Skew Normal Distribution with Applications," Annals of Data Science, Springer, vol. 10(4), pages 1127-1155, August.
- Félix Belzunce & Carolina Martínez-Riquelme, 2019. "On the unimodality of the likelihood ratio with applications," Statistical Papers, Springer, vol. 60(1), pages 223-237, February.
- Hazhir Homei & Saralees Nadarajah, 2018. "On Products and Mixed Sums of Gamma and Beta Random Variables Motivated by Availability," Methodology and Computing in Applied Probability, Springer, vol. 20(2), pages 799-810, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Hossein Negarestani & Ahad Jamalizadeh & Sobhan Shafiei & Narayanaswamy Balakrishnan, 2019. "Mean mixtures of normal distributions: properties, inference and application," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(4), pages 501-528, May.
- Parisa Hasanalipour & Mostafa Razmkhah, 2021. "Testing skew-symmetry based on extreme ranked set sampling," Statistical Papers, Springer, vol. 62(5), pages 2311-2332, October.
- Tu, Shiyi & Wang, Min & Sun, Xiaoqian, 2016. "Bayesian analysis of two-piece location–scale models under reference priors with partial information," Computational Statistics & Data Analysis, Elsevier, vol. 96(C), pages 133-144.
- Samuel Kotz & Donatella Vicari, 2005. "Survey of developments in the theory of continuous skewed distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 225-261.
- Shushi, Tomer, 2018. "A proof for the existence of multivariate singular generalized skew-elliptical density functions," Statistics & Probability Letters, Elsevier, vol. 141(C), pages 50-55.
- Umbach, Dale & Jammalamadaka, S. Rao, 2009. "Building asymmetry into circular distributions," Statistics & Probability Letters, Elsevier, vol. 79(5), pages 659-663, March.
- Zinoviy Landsman & Udi Makov & Tomer Shushi, 2017. "Extended Generalized Skew-Elliptical Distributions and their Moments," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 79(1), pages 76-100, February.
- Cabral, Celso Rômulo Barbosa & Bolfarine, Heleno & Pereira, José Raimundo Gomes, 2008. "Bayesian density estimation using skew student-t-normal mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5075-5090, August.
- Clécio da Silva Ferreira & Gilberto A. Paula & Gustavo C. Lana, 2022. "Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors," Computational Statistics, Springer, vol. 37(1), pages 445-468, March.
- Shams Harandi, S. & Alamatsaz, M.H., 2013. "Alpha–Skew–Laplace distribution," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 774-782.
- Yin, Chuancun & Balakrishnan, Narayanaswamy, 2024. "Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 199(C).
- A. Abtahi & M. Towhidi & J. Behboodian, 2011. "An appropriate empirical version of skew-normal density," Statistical Papers, Springer, vol. 52(2), pages 469-489, May.
- Ferreira, Jose T.A.S. & Steel, Mark F.J., 2006.
"A Constructive Representation of Univariate Skewed Distributions,"
Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 823-829, June.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "A Constructive Representation of Univariate Skewed Distributions," Econometrics 0403002, University Library of Munich, Germany.
- Dale Umbach & Sreenivas Rao Jammalamadaka, 2010. "Some moment properties of skew-symmetric circular distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 265-273.
- Krueger, Rico & Rashidi, Taha H. & Vij, Akshay, 2020. "A Dirichlet process mixture model of discrete choice: Comparisons and a case study on preferences for shared automated vehicles," Journal of choice modelling, Elsevier, vol. 36(C).
- Umbach, Dale, 2008. "Some moment relationships for multivariate skew-symmetric distributions," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1619-1623, September.
- Nadarajah Saralees, 2008. "Skewed distributions generated by the Student's t kernel," Monte Carlo Methods and Applications, De Gruyter, vol. 13(5-6), pages 389-404, January.
- Huang, Wen-Jang & Chen, Yan-Hau, 2007. "Generalized skew-Cauchy distribution," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1137-1147, June.
- Saralees Nadarajah, 2010. "On the distribution of Harter," Quality & Quantity: International Journal of Methodology, Springer, vol. 44(3), pages 565-572, April.
- Adelchi Azzalini & Giuliana Regoli, 2012. "Some properties of skew-symmetric distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(4), pages 857-879, August.
More about this item
Keywords
Skew-normal distribution; Skew-symmetric distribution; Stochastic ordering;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:53:y:2012:i:3:p:685-696. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.