Alpha-Skew Generalized t Distribution

The alpha-skew normal (ASN) distribution has been proposed recently in the literature by using standard normal distribution and a skewing approach. Although ASN distribution is able to model both skew and bimodal data, it is shortcoming when data has thinner or thicker tails than normal. Therefore,...

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Bibliographic Details
Main Authors: SUKRU ACITAS, BIRDAL SENOGLU, OLCAY ARSLAN
Format: Article
Language:English
Published: Universidad Nacional de Colombia
Series:Revista Colombiana de Estadística
Subjects:
Online Access:http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512015000200003&lng=en&tlng=en