IDEAS home Printed from https://ideas.repec.org/a/bes/jnlasa/v99y2004p439-450.html
   My bibliography  Save this article

Inferential Aspects of the Skew Exponential Power Distribution

Author

Listed:
  • DiCiccio T.J.
  • Monti A.C.

Abstract

No abstract is available for this item.

Suggested Citation

  • DiCiccio T.J. & Monti A.C., 2004. "Inferential Aspects of the Skew Exponential Power Distribution," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 439-450, January.
    • Handle: RePEc:bes:jnlasa:v:99:y:2004:p:439-450
    as

    Download full text from publisher

    File URL: http://www.ingentaconnect.com/content/asa/jasa/2004/00000099/00000466/art00013
    File Function: full text
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zhu, Dongming & Zinde-Walsh, Victoria, 2009. "Properties and estimation of asymmetric exponential power distribution," Journal of Econometrics, Elsevier, vol. 148(1), pages 86-99, January.
    2. 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.
    3. 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.
    4. 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.
    5. 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 and the Associazione ICC, vol. 20(4), pages 991-1030, August.
    6. Ley, Christophe & Paindaveine, Davy, 2010. "On the singularity of multivariate skew-symmetric models," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1434-1444, July.
    7. Xie, Feng-Chang & Lin, Jin-Guan & Wei, Bo-Cheng, 2009. "Diagnostics for skew-normal nonlinear regression models with AR(1) errors," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4403-4416, October.
    8. J. Miguel Marin & Genaro Sucarrat, 2015. "Financial density selection," The European Journal of Finance, Taylor & Francis Journals, vol. 21(13-14), pages 1195-1213, November.
    9. Jean-David Fermanian & Olivier Gu'eant & Jiang Pu, 2015. "The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms," Papers 1511.07773, arXiv.org, revised Mar 2017.
    10. De la Cruz, Rolando, 2008. "Bayesian non-linear regression models with skew-elliptical errors: Applications to the classification of longitudinal profiles," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 436-449, December.
    11. Jean-David Fermanian & Olivier Guéant & Arnaud Rachez, 2015. "Agents' Behavior on Multi-Dealer-to-Client Bond Trading Platforms," Working Papers 2015-11, Center for Research in Economics and Statistics.
    12. Arellano-Valle, Reinaldo B. & Azzalini, Adelchi, 2008. "The centred parametrization for the multivariate skew-normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 99(7), pages 1362-1382, August.
    13. Arslan, Olcay, 2009. "Maximum likelihood parameter estimation for the multivariate skew-slash distribution," Statistics & Probability Letters, Elsevier, vol. 79(20), pages 2158-2165, October.
    14. Olcay Arslan, 2010. "An alternative multivariate skew Laplace distribution: properties and estimation," Statistical Papers, Springer, vol. 51(4), pages 865-887, December.
    15. 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;Sociedad de Estadística e Investigación Operativa, vol. 20(1), pages 120-137, May.
    16. Mahdi Teimouri & Saralees Nadarajah, 2022. "Maximum Likelihood Estimation for the Asymmetric Exponential Power Distribution," Computational Economics, Springer;Society for Computational Economics, vol. 60(2), pages 665-692, August.
    17. Basso, Rodrigo M. & Lachos, Víctor H. & Cabral, Celso Rômulo Barbosa & Ghosh, Pulak, 2010. "Robust mixture modeling based on scale mixtures of skew-normal distributions," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 2926-2941, December.
    18. Utkarsh J. Dang & Michael P.B. Gallaugher & Ryan P. Browne & Paul D. McNicholas, 2023. "Model-Based Clustering and Classification Using Mixtures of Multivariate Skewed Power Exponential Distributions," Journal of Classification, Springer;The Classification Society, vol. 40(1), pages 145-167, April.
    19. A. T. Soyinka & A. A. Olosunde, 2021. "Inferences from Asymmetric Multivariate Exponential Power Distribution," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 350-370, November.
    20. Sebastiano Michele Zema, 2020. "Directed Acyclic Graph based Information Shares for Price Discovery," LEM Papers Series 2020/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    21. Ekaterina Abramova & Derek Bunn, 2019. "Estimating Dynamic Conditional Spread Densities to Optimise Daily Storage Trading of Electricity," Papers 1903.06668, arXiv.org.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bes:jnlasa:v:99:y:2004:p:439-450. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: http://www.amstat.org/publications/jasa/index.cfm?fuseaction=main .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.