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Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors

Czado, Claudia; Raftery, Adrian - In: Statistical Papers 47 (2006) 3, pp. 419-442

Persistent link: https://www.econbiz.de/10008533831

On multivariate truncated generalized Cauchy distribution

Ateya, Saieed; Madhagi, Elham - In: Statistical Papers 54 (2013) 3, pp. 879-897

> are obtained. Making use of the mixed moments formula, skewness and kurtosis in case of the bivariate case are obtained …

Persistent link: https://www.econbiz.de/10010998560

A three-parameter generalized von Mises distribution

Kim, Sungsu; SenGupta, Ashis - In: Statistical Papers 54 (2013) 3, pp. 685-693

that the parameters of the AGvM distribution are particularly easy to interpret and contain a skewness measure as one of …

Persistent link: https://www.econbiz.de/10010998580

A measure of asymmetry

Patil, P.; Patil, P.; Bagkavos, D. - In: Statistical Papers 53 (2012) 4, pp. 971-985

the coefficients of skewness. Since most of the coefficients of skewness are designed to be zero for a symmetric density …, they overall do provide an indication of symmetry. However, skewness is primarily influenced by the tail behavior of a … density function, and the skewness coefficients are designed to capture this behavior. Thus they do not calibrate asymmetry in …

Persistent link: https://www.econbiz.de/10010998640

A skew extension of the slash distribution via beta-normal distribution

Genç, Ali - In: Statistical Papers 54 (2013) 2, pp. 427-442

In this work we introduce a generalization of the slash distribution using beta-normal distribution. This newly defined generalization is more flexible than the ordinary slash distribution and contains distributions that can be not only symmetric and unimodal, but also asymmetric and bimodal. We...

Persistent link: https://www.econbiz.de/10010848052

Bayesian nonparametric inference for unimodal skew-symmetric distributions

Mostofi, A. Ghalamfarsa; Kharrati-Kopaei, M. - In: Statistical Papers 53 (2012) 4, pp. 821-832

This paper studies the case where the observations come from a unimodal and skew density function with an unknown mode. The skew-symmetric representation of such a density has a symmetric component which can be written as a scale mixture of uniform densities. A Dirichlet process (DP) prior is...

Persistent link: https://www.econbiz.de/10010848061

Bayesian analysis of skew-t multivariate null intercept measurement error model

Lachos, Victor; Cancho, Vicente; Aoki, Reiko - In: Statistical Papers 51 (2010) 3, pp. 531-545

Persistent link: https://www.econbiz.de/10008674149