Inferential Aspects of the Skew Exponential Power Distribution
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of the American Statistical Association.
Volume (Year): 99 (2004)
Issue (Month): (January)
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- Giulio Bottazzi & Angelo Secchi, 2006. "Maximum Likelihood Estimation of the Symmetric and Asymmetric Exponential Power Distribution," LEM Papers Series 2006/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Luca Greco, 2011. "Minimum Hellinger distance based inference for scalar skew-normal and skew-t distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 20(1), pages 120-137, May.
- Olcay Arslan, 2010. "An alternative multivariate skew Laplace distribution: properties and estimation," Statistical Papers, Springer, vol. 51(4), pages 865-887, December.
- Christophe Ley & Davy Paindaveine, 2010. "On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 235-250.
- Lourdes Montenegro & Víctor Lachos & Heleno Bolfarine, 2010. "Inference for a skew extension of the Grubbs model," Statistical Papers, Springer, vol. 51(3), pages 701-715, September.
- Giulio Bottazzi & Angelo Secchi, 2011.
"A new class of asymmetric exponential power densities with applications to economics and finance,"
Industrial and Corporate Change,
Oxford University Press, vol. 20(4), pages 991-1030, August.
- Giulio Bottazzi & Angelo Secchi, 2011. "A New Class of Asymmetric Exponential Power Densities with Applications to Economics and Finance," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) hal-00642696, HAL.
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