1 |
ARNOLD, B. C. AND BEAVER, R. J. (2000). 'The skew-Cauchy distribution', Statistics and Probability Letters, 49, 285-290
DOI
ScienceOn
|
2 |
ARSLAN, O. AND GENC, A. I. (2006). 'The skew generalized t distribution as a scale mixture of the skew Box-Tiao distribution and its applications in robust statistical analysis', To appear in Statistics
|
3 |
ARYAL, G. AND NADARAJAH, S. (2005). 'On the skew Laplace distribution', Journal of Information & Optimization Sciences, 26, 205-217
DOI
|
4 |
AZZALINI, A. (1985). 'A class of distributions which includes the normal ones', Scandinavian Journal of Statistics, 12, 171-178
|
5 |
AZZALINI, A. AND CHIOGNA, M. (2004). 'Some results on the stress-strength model for skewnormal variates', Metron, 62, 315-326
|
6 |
GUPTA, A. K., NGUYEN, T. T. AND SANQUI, J. A. T. (2004). 'Characterization of the skewnormal. distribution', Annals of the Institute of Statistical Mathematics, 56, 351-360
DOI
|
7 |
GUPTA, R. C. AND GUPTA, R. D. (2004). 'Generalized skew normal model', Test, 13, 501-524
DOI
|
8 |
HUENG, C. J. AND BRASHIER, A. (2003). 'Investor preferences and portfolio selection: Is diversification an appropriate strategy?', Working Paper, University of Alabama, USA
|
9 |
THEODOSSIOU, P. (1998). Financial data and the skewed generalized t distribution. Management Science, 12, 1650-1661
DOI
ScienceOn
|
10 |
CHAMBERS, J., CLEVELAND, W., KLEINER, B. AND TUKEY, P. (1983). Gmphical Methods for Data Analysis, Chapman and Hall
|
11 |
GUPTA, A. K., CHANG, F. C. AND HUANG, W. J. (2002). 'Some skew-symmetric models', Random Opemtors and Stochastic Equations, 10, 133-140
DOI
|
12 |
KOZUBOWSKI, T. J. AND PANORSKA, A. K. (2004). 'Testing symmetry under a skew Laplace model', Journal of Statistical Planning and Inference, 120, 41-63
DOI
ScienceOn
|
13 |
McDoNALD, J. B. AND NEWEY, W. K. (1988). 'Partially adaptive estimation of regression models via the generalized t distribution', Econometric Theory, 4, 428-457
DOI
|
14 |
HUENG, C. J., BROOKS, R. AND McDoNALD, J. B. (2003). 'Forecasting asymmetries in stock returns: evidence from higher moments and conditional densities', Working Paper, Department of Economics, Western Michigan University, MI, USA
|
15 |
GUPTA, A. K. (2003). 'Multivariate skew t-distribution', Statistics, 37, 359-363
DOI
ScienceOn
|
16 |
BRANCO, M. D. AND DEY, D. K. (2001). 'A general class of multivariate skew-elliptical distributions', Journal of Multivariate Analysis, 79, 99-113
DOI
ScienceOn
|
17 |
CHEN, J. T., GUPTA, A. K. AND NGUYEN, T. T. (2004). 'The density of the skew normal sample mean and its applications', Journal of Statistical Computation and Simulation, 74, 487-494
DOI
ScienceOn
|
18 |
WAHED, A. S. AND ALI, M. M. (2001). The skew-logistic distribution. Journal of Statistical Research. 35. 71-80
|
19 |
HENZE, N. (1986). 'A probabilistic representation of the 'skew-normal' distribution', Scandinavian Journal of Statistics, 13, 271-275
|
20 |
GUPTA, A. K. AND CHEN, T. (2001). 'Goodness-of-fit tests for the skew-normal distribution', Communications in Statistics-Simulation and Computation, 30, 907-930
DOI
ScienceOn
|
21 |
PEWSEY, A. (2000). 'The wrapped skew-normal distribution on the circle', Communications in Statistics-Theory and Methods, 29, 2459-2472
DOI
ScienceOn
|
22 |
IOANNIDES, M., KAT, H. M. AND THEODOSSIOU, P. (2002). 'Fitting distributions to hedge fund index returns', Working Paper, Rutgers University, USA
|
23 |
GRADSHTEYN, I. S. AND RYZHIK, I. M. (2000). Table of Integrals, Series, and Products (sixth edition), San Diego: Academic Press
|
24 |
SCHNABEL, R. B., KOONTZ, J. E. AND WEISS, B. E. (1985). 'A modular system of algorithms for unconstrained minimization', ACM Transactions on Mathematical Software, 11, 419-440
DOI
ScienceOn
|
25 |
KIM, H. -M. (2005). 'Moments of variogram estimator for a generalized skew t distribution', Journal of the Korean Statistical Society, 34, 109-123
|
26 |
LISEO, B. AND LOPERFIDO, N. (2003). 'A Bayesian interpretation of the multivariate skewnormal distribution', Statistics and Probability Letters, 61, 395-401
DOI
ScienceOn
|
27 |
HANSEN, B. E. (1994). 'Autoregressive conditional density estimation', International Economic Review, 35, 705-730
DOI
ScienceOn
|
28 |
GROTTKE, M. (1999). 'Generierung schiefer Verteilungen mittels Skalenparametersplittung', Working Paper, Friedrich-Alexander-Universitat Erlangen-Nurnberg, Germany
|
29 |
MONTI, A. C. (2003). 'A note on the estimation of the skew normal and the skew exponential power distributions', Metron, 61, 205-219
|
30 |
ARELLANO-VALLE, R. B., GOMEZ, H. W. AND QUINTANA, F. A. (2004). 'A new class of skew-normal distributions', Communications in Statistics-Theory and Methods, 33, 1465-1480
DOI
ScienceOn
|
31 |
McDoNALD, J. B. AND NEWEY, W. K. (1984). 'A generalized stochastic specification in ecnometric models', Brigham Young University Mimeo
|
32 |
BLOM, G. (1958). Statistical Estimates and Transformed Beta-variables, John Wiley and Sons, New York
|
33 |
DENNIS, J. E. AND SCHNABEL, R. B. (1983). Numerical Methods for Unconstmined Optimization and Nonlinear Equations, Prentice-Hall, Englewood Cliffs, New Jersey
|
34 |
PRUDNIKOV, A. P., BRYCHKOV, Y. A. AND MARICHEV, O. I. (1986). Integrals and Series (volumes 1, 2 and 3), Amsterdam: Gordon and Breach Science Publishers
|
35 |
IHAKA, R. AND GENTLEMAN, R. (1996). 'R: A language for data analysis and graphics', Journal of Computational and Gmphical Statistics, 5, 299-314
DOI
ScienceOn
|
36 |
ADCOCK, C. J. AND MEADE, N. (2003). 'An extension of the generalized skewed student distributions with applications to modeling returns on financial assets', Working paper, Department of Economics, University of Sheffield, UK
|
37 |
ARSLAN, O. AND GENC, A. I. (2003). 'Robust location and scale estimation based on the univariate generalized t(GT) distribution', Communications in Statistics- Theory and Methods, 32, 1505-1525
DOI
ScienceOn
|