Skew t distributions via the sinh-arcsinh transformation
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Volume (Year): 20 (2011)
Issue (Month): 3 (November)
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Web page: http://www.springerlink.com/link.asp?id=120411
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- Frank Critchley & M. C. Jones, 2008. "Asymmetry and Gradient Asymmetry Functions: Density-Based Skewness and Kurtosis," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 35(3), pages 415-437.
- Branco, Márcia D. & Dey, Dipak K., 2001. "A General Class of Multivariate Skew-Elliptical Distributions," Journal of Multivariate Analysis, Elsevier, vol. 79(1), pages 99-113, October.
- M.C. Jones, 2007. "Connecting Distributions with Power Tails on the Real Line, the Half Line and the Interval," International Statistical Review, International Statistical Institute, vol. 75(1), pages 58-69, 04.
- Averous, J. & Fougères, A. -L. & Meste, M., 1996. "Tailweight with respect to the mode for unimodal distributions," Statistics & Probability Letters, Elsevier, vol. 28(4), pages 367-373, August.
- Jones, M.C., 2012. "Relationships between distributions with certain symmetries," Statistics & Probability Letters, Elsevier, vol. 82(9), pages 1737-1744.
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