Skew t distributions via the sinh-arcsinh transformation
| Year of publication: |
2011
|
|---|---|
| Authors: | Rosco, J. ; Jones, M. ; Pewsey, Arthur |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 20.2011, 3, p. 630-652
|
| Publisher: |
Springer |
| Subject: | Azzalini-type distributions | Heavy tails | Quantile-based measures | Student’s t distribution | Skewness | Two-piece distributions |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009400171