On Some Bivariate Extensions of the Folded Normal and the Folded-T Distributions
AbstractIn this paper two new bivariate distributions are defined and studied. They are two-variate versions of the folded normal distribution (Leone et al. 1961) and the folded t distribution (Psarakis and Panaretos 1990). They both arise in the context of evaluating the predictive behaviour of two competing linear models with the aim to select the one that leads to predictions closer to the actual value of the dependent variable
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 6383.
Date of creation: 2001
Date of revision:
Publication status: Published in Journal of Applied Statistical Science 2.10(2001): pp. 119-136
Folded normal; Folded-t distribution; Model selection;
Find related papers by JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Psarakis, Stelios & Panaretos, John, 1990. "The Folded t Distribution," MPRA Paper 6257, University Library of Munich, Germany.
- Tsagris, Michail & Beneki, Christina & Hassani, Hossein, 2013. "On the Folded Normal Distribution," MPRA Paper 53748, University Library of Munich, Germany.
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