An Asymmetric Extension for the Family of Elliptical Slash Distributions

In this article, we introduce an asymmetric extension to the univariate slash-elliptical family of distributions studied in Gómez et al. ( 2007a ). This new family results from a scale mixture between the epsilon-skew-symmetric family of distributions and the uniform distribution. A general expressi...

Full description

Saved in:
Bibliographic Details
Published in:Communications in statistics. Theory and methods 2012-03, Vol.41 (6), p.1000-1012
Main Authors: Olivares-Pacheco, Juan F., Salas, Estrella, Gómez, Héctor W., Bolfarine, Heleno
Format: Article
Language:English
Subjects:
Distribution theory
Epsilon-skew
Exact sciences and technology
General topics
Mathematics
Moment
Primary 60E05
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Secondary 62E10
Slash-elliptical
Statistics
Studies
Uniform distribution
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:In this article, we introduce an asymmetric extension to the univariate slash-elliptical family of distributions studied in Gómez et al. ( 2007a ). This new family results from a scale mixture between the epsilon-skew-symmetric family of distributions and the uniform distribution. A general expression is presented for the density with special cases such as the normal, Cauchy, Student-t, and Pearson type II distributions. Some special properties and moments are also investigated. Results of two real data sets applications are also reported, illustrating the fact that the family introduced can be useful in practice.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610926.2010.533229