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Sinh-arcsinh distributions

Citations

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Cited by:

  1. Magne Mogstad & Joseph P Romano & Azeem M Shaikh & Daniel Wilhelm, 2024. "Inference for Ranks with Applications to Mobility across Neighbourhoods and Academic Achievement across Countries," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(1), pages 476-518.
  2. Manuel Ammann & Alexander Feser, 2019. "Robust Estimation of Risk-Neutral Moments," Working Papers on Finance 1902, University of St. Gallen, School of Finance.
  3. McKeague, Ian W., 2015. "Central limit theorems under special relativity," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 149-155.
  4. Mastrantonio, Gianluca, 2018. "The joint projected normal and skew-normal: A distribution for poly-cylindrical data," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 14-26.
  5. Arthur Pewsey & Toshihiro Abe, 2015. "The sinh-arcsinhed logistic family of distributions: properties and inference," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(3), pages 573-594, June.
  6. Deresa, Negera Wakgari & Van Keilegom, Ingrid, 2020. "A multivariate normal regression model for survival data subject to different types of dependent censoring," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
  7. Angelica Gianfreda & Derek Bunn, 2018. "A Stochastic Latent Moment Model for Electricity Price Formation," BEMPS - Bozen Economics & Management Paper Series BEMPS46, Faculty of Economics and Management at the Free University of Bozen.
  8. Christophe Ley, 2014. "Flexible Modelling in Statistics: Past, present and Future," Working Papers ECARES ECARES 2014-42, ULB -- Universite Libre de Bruxelles.
  9. Hallin, Marc & La Vecchia, Davide, 2017. "R-estimation in semiparametric dynamic location-scale models," Journal of Econometrics, Elsevier, vol. 196(2), pages 233-247.
  10. Voudouris, Vlasios & Stasinopoulos, Dimitrios & Rigby, Robert & Di Maio, Carlo, 2011. "The ACEGES laboratory for energy policy: Exploring the production of crude oil," Energy Policy, Elsevier, vol. 39(9), pages 5480-5489, September.
  11. Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios, 2015. "Flexible statistical models: Methods for the ordering and comparison of theoretical distributions," MPRA Paper 63620, University Library of Munich, Germany.
  12. Bagkavos, Dimitrios & Patil, Prakash N., 2021. "Improving the Wilcoxon signed rank test by a kernel smooth probability integral transformation," Statistics & Probability Letters, Elsevier, vol. 171(C).
  13. Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul, 2015. "Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications," MPRA Paper 62807, University Library of Munich, Germany.
  14. Daniel Hadley & Harry Joe & Natalia Nolde, 2021. "On the Selection of Loss Severity Distributions to Model Operational Risk," Papers 2107.03979, arXiv.org.
  15. J. Hambuckers & C. Heuchenne, 2017. "A robust statistical approach to select adequate error distributions for financial returns," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(1), pages 137-161, January.
  16. Hambuckers, J. & Ulm, M., 2023. "On the role of interest rate differentials in the dynamic asymmetry of exchange rates," Economic Modelling, Elsevier, vol. 129(C).
  17. Sladana Babic & Laetitia Gelbgras & Marc Hallin & Christophe Ley, 2019. "Optimal tests for elliptical symmetry: specified and unspecified location," Working Papers ECARES 2019-26, ULB -- Universite Libre de Bruxelles.
  18. Priddle, Jacob W. & Drovandi, Christopher, 2023. "Transformations in semi-parametric Bayesian synthetic likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 187(C).
  19. Lee, Sharon X. & McLachlan, Geoffrey J., 2022. "An overview of skew distributions in model-based clustering," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
  20. Jones, M.C., 2012. "Relationships between distributions with certain symmetries," Statistics & Probability Letters, Elsevier, vol. 82(9), pages 1737-1744.
  21. Mihail Yanchev, 2022. "Deep Growth-at-Risk Model: Nowcasting the 2020 Pandemic Lockdown Recession in Small Open Economies," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 20-41.
  22. Rainer Dyckerhoff & Christophe Ley & Davy Paindaveine, 2015. "Depth-based runs tests for bivariate central symmetry," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(5), pages 917-941, October.
  23. Francisco J. Rubio & Yili Hong, 2016. "Survival and lifetime data analysis with a flexible class of distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(10), pages 1794-1813, August.
  24. M. C. Jones & Arthur Pewsey, 2012. "Inverse Batschelet Distributions for Circular Data," Biometrics, The International Biometric Society, vol. 68(1), pages 183-193, March.
  25. M. C. Jones, 2015. "On Families of Distributions with Shape Parameters," International Statistical Review, International Statistical Institute, vol. 83(2), pages 175-192, August.
  26. Rubio, F.J. & Steel, M.F.J., 2012. "On the Marshall–Olkin transformation as a skewing mechanism," Computational Statistics & Data Analysis, Elsevier, vol. 56(7), pages 2251-2257.
  27. Marc Hallin & Davide La Vecchia, 2014. "Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models," Working Papers ECARES ECARES 2014-45, ULB -- Universite Libre de Bruxelles.
  28. Tsai, Arthur C. & Liou, Michelle & Simak, Maria & Cheng, Philip E., 2017. "On hyperbolic transformations to normality," Computational Statistics & Data Analysis, Elsevier, vol. 115(C), pages 250-266.
  29. Mondal, Sagnik & Genton, Marc G., 2024. "A multivariate skew-normal-Tukey-h distribution," Journal of Multivariate Analysis, Elsevier, vol. 200(C).
  30. Matsumoto, Ken'ichi & Voudouris, Vlasios & Stasinopoulos, Dimitrios & Rigby, Robert & Di Maio, Carlo, 2012. "Exploring crude oil production and export capacity of the OPEC Middle East countries," Energy Policy, Elsevier, vol. 48(C), pages 820-828.
  31. Yuanhua Feng & Wolfgang Karl Härdle, 2021. "Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression," Working Papers CIE 142, Paderborn University, CIE Center for International Economics.
  32. Ley, Christophe & Paindaveine, Davy, 2010. "Multivariate skewing mechanisms: A unified perspective based on the transformation approach," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1685-1694, December.
  33. Christopher Partlett & Prakash Patil, 2017. "Measuring asymmetry and testing symmetry," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(2), pages 429-460, April.
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