A generalization of the slashed distribution via alpha skew normal distribution

In this paper, we introduce a new class of the slash distribution, an alpha skew normal slash distribution. The proposed model is more flexible in terms of its kurtosis than the slashed normal distribution and can efficiently capture the bimodality. Properties involving moments and moment generating function are studied. The distribution is illustrated with a real application. Copyright Springer-Verlag Berlin Heidelberg 2014

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Year of publication:	2014
Authors:	Gui, Wenhao
Published in:	Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 23.2014, 4, p. 547-563
Publisher:	Springer
Subject:	Alpha skew normal distribution \| Slash distribution \| Kurtosis \| Skewness

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011151896