Extended and multivariate Tukey lambda distributions

Simulating Univariate and Multivariate Tukey g-and-h Distributions Based on the Method of Percentiles

Tukey Depth-based Multivariate Trimmed Means

We investigate the asymptotic behavior of two types of Tukey depth-based multivariate trimmed means. Sufficient conditions for asymptotic normality of these location estimators are given. Two approaches to trimming are distinguished and central limit theorems are derived for each one. Asymptotic normality is proved using Hadamard differentiability of the location functionals. In the one-dimensi...

Multivariate extended skew - t distributions and related families

A class of multivariate extended skew-t (E ST ) distributions is introduced and studied in detail, along with closely related families such as the subclass of extended skew-normal distributions. Besides mathematical tractability and modeling flexibility in terms of both skewness and heavier tails than the normal distribution, the most relevant properties of the E ST distribution include closure...

Information Covariance Matrices for Multivariate Burr III and Logistic Distributions

Main result of this paper is to derive the exact analytical expressions of information and covariance matrices for multivariate Burr III and logistic distributions. These distributions arise as tractable parametric models in price and income distributions, reliability, economics, Human population, some biological organisms to model agricultural population data and survival data. We showed that ...

On the conservative multivariate Tukey-Kramer type procedures

In this paper, conservative simultaneous confidence intervals for multiple comparisons among mean vectors in multivariate normal distributions are considered. Some properties of the multivariate Tukey-Kramer type procedures for pairwise comparisons and for comparisons with a control are presented. The upper bounds for the conservativeness of the procedures are discussed. Finally, numerical resu...