Bimodal extension based on the skew-t-normal distribution
| dc.contributor.author | Amiri, Mehdi | |
| dc.contributor.author | Gómez, Héctor W. | |
| dc.contributor.author | Jamalizadeh, Ahad | |
| dc.contributor.author | Towhidi, Mina | |
| dc.date.accessioned | 2024-04-22T23:09:16Z | |
| dc.date.available | 2024-04-22T23:09:16Z | |
| dc.date.issued | 2019 | |
| dc.description.abstract | In this paper, a skew and uni-/bi-modal extension of the Student-t distribution is considered. This model is more flexible and has wider ranges of skewness and kurtosis than the other skew distributions in literature. Fisher information matrix for the proposed model and some submodels are derived. With a simulation study and some real data sets, applicability of the proposed models are illustrated. | |
| dc.description.sponsorship | FONDECYT (Chile) 1130495 | |
| dc.identifier.doi | 10.1214/17-BJPS372 | |
| dc.identifier.issn | 0103-0752 | |
| dc.identifier.uri | https://repositorioabierto.uantof.cl/handle/uantof/388 | |
| dc.language.iso | en | |
| dc.publisher | Brazilian Statistical Association | |
| dc.rights | Attribution 4.0 International | |
| dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | |
| dc.source | Brazilian Journal of Probability and Statistics | |
| dc.title | Bimodal extension based on the skew-t-normal distribution | |
| dc.type | Article | |
| oaire.citation.endPage | 23 | |
| oaire.citation.startPage | 2 | |
| oaire.citation.volume | 33 | |
| organization.identifier.ror | https://ror.org/04eyc6d95 | |
| organization.legalName | Universidad de Antofagasta | |
| uantof.identificator.department | Departamento de Matemáticas | |
| uantof.identificator.faculty | Facultad de Ciencias Básicas |
Archivos
Bloque original
1 - 1 de 1