Concentration function for the skew-normal and skew-$t$ distributions, with application in robust Bayesian analysis
نویسندگان
چکیده
منابع مشابه
Tail dependence in bivariate skew-Normal and skew-t distributions
Quantifying dependence between extreme values is a central problem in many theoretical and applied studies. The main distinction is between asymptotically independent and asymptotically dependent extremes, with important theoretical examples of these general limiting classes being the extremal behaviour of a bivariate Normal distribution, for asymptotic independence, and of the bivariate t dist...
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In previous studies on fitting non-linear regression models with the symmetric structure the normality is usually assumed in the analysis of data. This choice may be inappropriate when the distribution of residual terms is asymmetric. Recently, the family of scale-mixture of skew-normal distributions is the main concern of many researchers. This family includes several skewed and heavy-tailed d...
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ژورنال
عنوان ژورنال: Brazilian Journal of Probability and Statistics
سال: 2017
ISSN: 0103-0752
DOI: 10.1214/16-bjps318