An Asymmetric Extension for the Family of Elliptical Slash Distributions
| Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
|---|---|
| Data(s) |
11/09/2013
11/09/2013
2012
|
| Resumo |
In this article, we introduce an asymmetric extension to the univariate slash-elliptical family of distributions studied in Gomez et al. (2007a). This new family results from a scale mixture between the epsilon-skew-symmetric family of distributions and the uniform distribution. A general expression is presented for the density with special cases such as the normal, Cauchy, Student-t, and Pearson type II distributions. Some special properties and moments are also investigated. Results of two real data sets applications are also reported, illustrating the fact that the family introduced can be useful in practice. Comision Nacional de Ciencia y TecnologiaCONICYT Comision Nacional de Ciencia y Tecnologia-CONICYT FONDECYT (Chile) [1090411] FONDECYT (Chile) CNPq (Brasil) CNPq-Brasil |
| Identificador |
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, PHILADELPHIA, v. 41, n. 6, pp. 1000-1012, JUL, 2012 0361-0926 http://www.producao.usp.br/handle/BDPI/33259 10.1080/03610926.2010.533229 |
| Idioma(s) |
eng |
| Publicador |
TAYLOR & FRANCIS INC PHILADELPHIA |
| Relação |
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS |
| Direitos |
restrictedAccess Copyright TAYLOR & FRANCIS INC |
| Palavras-Chave | #EPSILON-SKEW #MOMENT #SLASH-ELLIPTICAL #UNIFORM DISTRIBUTION #T-DISTRIBUTION #INFERENCE #ESTATÍSTICA #DISTRIBUIÇÕES UNIFORMES #INFERÊNCIA #STATISTICS & PROBABILITY |
| Tipo |
article original article publishedVersion |
