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On Some Bivariate Extensions of the Folded Normal and the Folded-T Distributions


  • Psarakis, Stelios
  • Panaretos, John


In 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

Suggested Citation

  • Psarakis, Stelios & Panaretos, John, 2001. "On Some Bivariate Extensions of the Folded Normal and the Folded-T Distributions," MPRA Paper 6383, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:6383

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    References listed on IDEAS

    1. Psarakis, Stelios & Panaretos, John, 1990. "The Folded t Distribution," MPRA Paper 6257, University Library of Munich, Germany.
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    Cited by:

    1. Kourtis, Apostolos, 2014. "On the distribution and estimation of trading costs," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 104-117.
    2. Tsagris, Michail & Beneki, Christina & Hassani, Hossein, 2013. "On the Folded Normal Distribution," MPRA Paper 53748, University Library of Munich, Germany.

    More about this item


    Folded normal; Folded-t distribution; Model selection;

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General


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