A generalized skew two-piece skew-elliptical distribution
Author
Abstract
Suggested Citation
DOI: 10.1007/s00362-012-0485-7
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
- Jamalizadeh, A. & Balakrishnan, N., 2010. "Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1412-1427, July.
- Jamalizadeh, A. & Khosravi, M. & Balakrishnan, N., 2009. "Recurrence relations for distributions of a skew-t and a linear combination of order statistics from a bivariate-t," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 847-852, February.
- Jamalizadeh, A. & Mehrali, Y. & Balakrishnan, N., 2009. "Recurrence relations for bivariate t and extended skew-t distributions and an application to order statistics from bivariate t," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4018-4027, October.
- Adelchi Azzalini & Antonella Capitanio, 2003. "Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 367-389, May.
- Álvarez Alvarado, Marcos Tulio, 2003. "¿Existe una alternativa al capitalismo?," Observatorio de la Economía Latinoamericana, Servicios Académicos Intercontinentales SL. Hasta 31/12/2022, issue 16, November.
- Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
- Jamalizadeh, A. & Balakrishnan, N. & Salehi, Mehdi, 2010. "Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 445-451, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Mahdi Salehi & Mahdi Doostparast, 2015. "Expressions for moments of order statistics and records from the skew-normal distribution in terms of multivariate normal orthant probabilities," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(4), pages 547-568, November.
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.- R. Arellano-Valle & Ahad Jamalizadeh & H. Mahmoodian & N. Balakrishnan, 2014. "$$L$$ L -statistics from multivariate unified skew-elliptical distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(4), pages 559-583, May.
- Roohollah Roozegar & Ahad Jamalizadeh & Mehdi Amiri & Tsung-I Lin, 2018. "On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution," METRON, Springer;Sapienza Università di Roma, vol. 76(1), pages 99-114, April.
- Jamalizadeh, A. & Balakrishnan, N., 2010. "Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1412-1427, July.
- Azzalini, Adelchi, 2022. "An overview on the progeny of the skew-normal family— A personal perspective," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
- Jamalizadeh, A. & Balakrishnan, N., 2009. "Prediction in a trivariate normal distribution via a linear combination of order statistics," Statistics & Probability Letters, Elsevier, vol. 79(21), pages 2289-2296, November.
- McLachlan, Geoff & Lee, Sharon X, 2013. "EMMIXuskew: An R Package for Fitting Mixtures of Multivariate Skew t Distributions via the EM Algorithm," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 55(i12).
- Ryo Kinoshita, 2015. "Asset allocation under higher moments with the GARCH filter," Empirical Economics, Springer, vol. 49(1), pages 235-254, August.
- Yin, Chuancun & Balakrishnan, Narayanaswamy, 2024. "Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 199(C).
- Yangxin Huang & Tao Lu, 2017. "Bayesian inference on partially linear mixed-effects joint models for longitudinal data with multiple features," Computational Statistics, Springer, vol. 32(1), pages 179-196, March.
- Hok Shing Kwong & Saralees Nadarajah, 2022. "A New Robust Class of Skew Elliptical Distributions," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1669-1691, September.
- Marcel, Bräutigam & Marie, Kratz, 2018. "On the Dependence between Quantiles and Dispersion Estimators," ESSEC Working Papers WP1807, ESSEC Research Center, ESSEC Business School.
- Olcay Arslan, 2015. "Variance-mean mixture of the multivariate skew normal distribution," Statistical Papers, Springer, vol. 56(2), pages 353-378, May.
- Mehdi Amiri & Ahad Jamalizadeh & Mina Towhidi, 2015. "Inference and further probabilistic properties of the $$ SUN_{n,2}$$ S U N n , 2 -distribution," Statistical Papers, Springer, vol. 56(4), pages 1071-1098, November.
- Müller K. & Richter W.-D., 2016. "Extreme value distributions for dependent jointly ln,p-symmetrically distributed random variables," Dependence Modeling, De Gruyter, vol. 4(1), pages 1-33, February.
- Quessy, Jean-François & Durocher, Martin, 2019. "The class of copulas arising from squared distributions: Properties and inference," Econometrics and Statistics, Elsevier, vol. 12(C), pages 148-166.
- 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.
- Mehdi Amiri & Yaser Mehrali & Narayanaswamy Balakrishnan & Ahad Jamalizadeh, 2022. "Efficient recursive computational algorithms for multivariate t and multivariate unified skew-t distributions with applications to inference," Computational Statistics, Springer, vol. 37(1), pages 125-158, March.
- Tsung-I Lin & Pal Wu & Geoffrey McLachlan & Sharon Lee, 2015. "A robust factor analysis model using the restricted skew- $$t$$ t distribution," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(3), pages 510-531, September.
- Wan-Lun Wang & Tsung-I Lin, 2015. "Robust model-based clustering via mixtures of skew-t distributions with missing information," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 9(4), pages 423-445, December.
- Vilca, Filidor & Balakrishnan, N. & Zeller, Camila Borelli, 2014. "A robust extension of the bivariate Birnbaum–Saunders distribution and associated inference," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 418-435.
More about this item
Keywords
Multivariate elliptical distribution; Generalized skew two-piece skew-elliptical distribution; Generalized skew two-piece skew-t distribution; Maximum likelihood estimator;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:55:y:2014:i:2:p:409-429. 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.