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Generalized beta-generated distributions

Alexander, Carol; Cordeiro, Gauss M.; Ortega, Edwin M.M.; … - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1880-1897

, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter … is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily …

Persistent link: https://www.econbiz.de/10011056393

The bivariate Sinh-Elliptical distribution with applications to Birnbaum–Saunders distribution and associated regression and measurement error models

Vilca, Filidor; Balakrishnan, N.; Zeller, Camila Borelli - In: Computational Statistics & Data Analysis 80 (2014) C, pp. 1-16

The bivariate Sinh-Elliptical (BSE) distribution is a generalization of the well-known Rieck’s (1989) Sinh-Normal distribution that is quite useful in Birnbaum–Saunders (BS) regression model. The main aim of this paper is to define the BSE distribution and discuss some of its properties,...

Persistent link: https://www.econbiz.de/10010906920

Generalized Birnbaum–Saunders kernel density estimators and an analysis of financial data

Marchant, Carolina; Bertin, Karine; Leiva, Víctor; … - In: Computational Statistics & Data Analysis 63 (2013) C, pp. 1-15

The kernel method is a nonparametric procedure used to estimate densities with support in R. When nonnegative data are modeled, the classical kernel density estimator presents a bias problem in the neighborhood of zero. Several methods have been developed to reduce this bias, which include the...

Persistent link: https://www.econbiz.de/10011056391

Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data

Bacci, Silvia; Bartolucci, Francesco - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 262-272

skewness through a likelihood ratio statistic with p-value computed by using a parametric bootstrap method. The behavior of …

Persistent link: https://www.econbiz.de/10010871403

Bayesian inference for the multivariate skew-normal model: A population Monte Carlo approach

Liseo, Brunero; Parisi, Antonio - In: Computational Statistics & Data Analysis 63 (2013) C, pp. 125-138

Frequentist and likelihood methods of inference based on the multivariate skew-normal model encounter several technical difficulties with this model. In spite of the popularity of this class of densities, there are no broadly satisfactory solutions for estimation and testing problems. A general...

Persistent link: https://www.econbiz.de/10011056440