The multivariate slash and skew-slash student t distributions
نویسندگان
چکیده
منابع مشابه
The multivariate slash and skew-slash student t distributions
In this article, we introduce the multivariate slash and skew-slash t distributions which provide alternative choices in simulating and fitting skewed and heavy tailed data. We study their relationships with other distributions and give the densities, stochastic representations, moments, marginal distributions, distributions of linear combinations and characteristic functions of the random vect...
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The slash distribution is often used as a challenging distribution for a statistical procedure. In this article, we define a skewed version of the slash distribution in the multivariate setting and derive several of its properties. The multivariate skew-slash distribution is shown to be easy to simulate from and can therefore be used in simulation studies. We provide various examples for illust...
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Abstract. In this paper, a family of skew-slash distributions is defined and investigated. We define the new family by the scale mixture of a skew-elliptically distributed random variable with the power of a uniform random variable. This family of distributions contains slash-elliptical and skew-slash distributions. We obtain the moments and some distributional properties of the new family of d...
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ژورنال
عنوان ژورنال: Journal of Statistical Distributions and Applications
سال: 2015
ISSN: 2195-5832
DOI: 10.1186/s40488-015-0025-9