Statistical inference for a general class of asymmetric distributions

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dc.contributor.authorArellano Valle, RB
dc.contributor.authorGomez, HW
dc.contributor.authorQuintana, FA
dc.date.accessioned2024-01-10T14:21:44Z
dc.date.available2024-01-10T14:21:44Z
dc.date.issued2005
dc.description.abstractWe consider a general class of asymmetric univariate distributions depending on a real-valued parameter a, which includes the entire family of univariate symmetric distributions as a special case. We discuss the connections between our proposal and other families of skew distributions that have been studied in the statistical literature. A key element in the construction of such families of distributions is that they can be stochastically represented as the product of two independent random variables. From this representation we can readily derive theoretical properties, easy-to-implement simulation schemes as well as extensions to the multivariate case. We also study statistical inference for this class based on the method of moments and maximum likelihood. We give special attention to the skew-power exponential distribution, but other cases like the skew-t distribution are also considered. Finally, the statistical methods are illustrated with 3 examples based on real datasets. (C) 2004 Elsevier B.V. All rights reserved.
dc.fechaingreso.objetodigital01-04-2024
dc.format.extent17 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1016/j.jspi.2003.11.014
dc.identifier.eissn1873-1171
dc.identifier.issn0378-3758
dc.identifier.urihttps://doi.org/10.1016/j.jspi.2003.11.014
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/79765
dc.identifier.wosidWOS:000225335800007
dc.information.autorucMatemática;Arellano R;S/I;58107
dc.information.autorucMatemática;Quintana F;S/I;100343
dc.issue.numero2
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final443
dc.pagina.inicio427
dc.publisherELSEVIER SCIENCE BV
dc.revistaJOURNAL OF STATISTICAL PLANNING AND INFERENCE
dc.rightsacceso restringido
dc.subjectkurtosis
dc.subjectskewness
dc.subjectstochastic representation
dc.subjectsymmetric distributions
dc.subjectSKEW-NORMAL-DISTRIBUTION
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleStatistical inference for a general class of asymmetric distributions
dc.typeartículo
dc.volumen128
sipa.codpersvinculados58107
sipa.codpersvinculados100343
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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