On an Absolute Autoregressive Model and Skew Symmetric Distributions
By exploiting the connection between a popular construction of a well-known skew-normal distribution and an absolute autoregressive process, we show how the stochastic process approach can lead to other skew symmetric distributions, including a skew-Cauchy distribution and some singular distribution...
| الحاوية / القاعدة: | Statistica |
|---|---|
| المؤلفون الرئيسيون: | , |
| التنسيق: | مقال |
| اللغة: | الإنجليزية |
| منشور في: |
University of Bologna
2020-10-01
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://rivista-statistica.unibo.it/article/view/10420 |