Jones, M.C. and Faddy, M.J.
|DOI (Digital Object Identifier) Link:||http://doi.org/10.1111/1467-9868.00378|
|Google Scholar:||Look up in Google Scholar|
Summary: A tractable skew t-distribution on the real line is proposed. This includes as a special case the symmetric t-distribution, and otherwise provides skew extensions thereof. The distribution is potentially useful both for modelling data and in robustness studies. Properties of the new distribution are presented. Likelihood inference for the parameters of this skew t-distribution is developed. Application is made to two data modelling examples.
|Item Type:||Journal Article|
|Academic Unit/Department:||Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM)
|Depositing User:||M. C. Jones|
|Date Deposited:||05 Jun 2006|
|Last Modified:||04 Oct 2016 09:46|
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