Nadarajah, Saralees; Afuecheta, Emmanuel; Chan, Stephen - In: Statistics & Probability Letters 83 (2013) 12, pp. 2656-2663
Papastathopoulos and Tawn [Papastathopoulos, I., Tawn, J.A., 2013. A generalized Student’s t-distribution. Statistics & Probability Letters 83, 70–77] proposed a generalization of Student’s t distribution to account for negative degrees of freedom. Here, an alternative distribution that...