Related papers: On modelling asymmetric data using two-piece sinh-…
We formalise and generalise the definition of the family of univariate double two--piece distributions, obtained by using a density--based transformation of unimodal symmetric continuous distributions with a shape parameter. The resulting…
The normal distribution and its perturbation has left an immense mark on the statistical literature. Hence, several generalized forms were developed to model different skewness, kurtosis, and body shapes. However, it is not easy to…
A new robust class of multivariate skew distributions is introduced. Practical aspects such as parameter estimation method of the proposed class are discussed, we show that the proposed class can be fitted under a reasonable time frame. Our…
This paper introduces a new two-parameter distribution, referred to as the Shiha distribution, which provides a flexible model for skewed lifetime data with either heavy or light tails. The proposed distribution is applicable to various…
We introduce a new family of multivariate distributions by taking the component-wise Tukey-h transformation of a random vector following a skew-normal distribution. The proposed distribution is named the skew-normal-Tukey-h distribution and…
Several new geometric quantile-based measures for multivariate dispersion, skewness, kurtosis, and spherical asymmetry are defined. These measures differ from existing measures, which use volumes and are easy to calculate. Some theoretical…
The g-and-k and (generalised) g-and-h distributions are flexible univariate distributions which can model highly skewed or heavy tailed data through only four parameters: location and scale, and two shape parameters influencing the skewness…
The unified skew-t (SUT) is a flexible parametric multivariate distribution that accounts for skewness and heavy tails in the data. A few of its properties can be found scattered in the literature or in a parameterization that does not…
Skewness is a common occurrence in statistical applications. In recent years, various distribution families have been proposed to model skewed data by introducing unequal scales based on the median or mode. However, we argue that the point…
In the bioinformatics field, there has been a growing interest in modelling dihedral angles of amino acids by viewing them as data on the torus. This has motivated, over the past years, new proposals of distributions on the bivariate torus.…
Multivariate scale mixtures of skew-normal (SMSN) variables are flexible models that account for non-normality in multivariate data scenarios by tail weight assessment and a shape vector representing the asymmetry of the model in a…
This paper presents a new way to account for downside and upside risks when producing density nowcasts of GDP growth. The approach relies on modelling location, scale and shape common factors in real-time macroeconomic data. While movements…
Two-piece location-scale models are used for modeling data presenting departures from symmetry. In this paper, we propose an objective Bayesian methodology for the tail parameter of two particular distributions of the above family: the…
In the environmental modeling field, the exploratory analysis of responses often exhibits spatial correlation as well as some non-Gaussian attributes such as skewness and/or heavy-tailedness. Consequently, we propose a general spatial model…
The shortcomings of the traditional univariate distributions in the past greatly encouraged mathematical statisticians to develop new generalizations of distributions. The New Generalized Fisk distribution, a unique distribution presented…
Motivated by the need for parametric families of rich and yet tractable distributions in financial mathematics, both in pricing and risk management settings, but also considering wider statistical applications, we investigate a novel…
We introduce a general class of continuous univariate distributions with positive support obtained by transforming the class of two-piece distributions. We show that this class of distributions is very flexible, easy to implement, and…
With the progress of information technology, large amounts of asymmetric, leptokurtic and heavy-tailed data are arising in various fields, such as finance, engineering, genetics and medicine. It is very challenging to model those kinds of…
The new Sine Skewed Cardioid (ssc) distribution been just introduced and characterized by Ahsanullah (2018). Here, we study the asymptotic properties of its tails by determining its extreme value domain, the characteristic function, the…
A novel yet simple extension of the symmetric logistic distribution is proposed by introducing a skewness parameter. It is shown how the three parameters of the ensuing skew logistic distribution may be estimated using maximum likelihood.…