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We propose and study the class of Box-Cox elliptical distributions. It provides alternative distributions for modeling multivariate positive, marginally skewed and possibly heavy-tailed data. This new class of distributions has as a special…

Methodology · Statistics 2017-10-18 Raúl Alejandro Morán-Vásquez , Silvia L. P. Ferrari

The Box-Cox symmetric distributions constitute a broad class of probability models for positive continuous data, offering flexibility in modeling skewness and tail behavior. Their parameterization allows a straightforward quantile-based…

Methodology · Statistics 2026-01-16 Rodrigo M. R. de Medeiros , Francisco F. Queiroz

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…

Methodology · Statistics 2024-01-26 Chengdi Lian , Yaohua Rong , Weihu Cheng

We introduce a new broad and exible class of multivariate elliptically symmetric distributions in- cluding the elliptically symmetric logistic and multivariate normal. Various probabilistic properties of the new distribution are studied,…

Probability · Mathematics 2018-10-26 Chuancun Yin , Xiuyan Sha

An expanded family of mixtures of multivariate power exponential distributions is introduced. While fitting heavy-tails and skewness has received much attention in the model-based clustering literature recently, we investigate the use of a…

Methodology · Statistics 2015-06-15 Utkarsh J. Dang , Ryan P. Browne , Paul D. McNicholas

In environmental studies, many data are typically skewed and it is desired to have a flexible statistical model for this kind of data. In this paper, we study a class of skewed distributions by invoking arguments as described by Ferreira…

Applications · Statistics 2018-04-06 Indranil Ghosh , Hon Keung Tony Ng

A new distribution is introduced, which we call the twin-t distribution. This distribution is heavy-tailed like the t distribution, but closer to normality in the central part of the curve. Its properties are described, e.g. the pdf, the…

Methodology · Statistics 2014-08-15 Rose Baker , Dan Jackson

Some new survival distributions are introduced based on a generalised exponential function. This class of distributions includes heavy-tailed generalisations of exponential, Weibull and gamma distributions. Properties of the distributions…

Methodology · Statistics 2014-12-03 Rose Baker

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.…

Methodology · Statistics 2020-09-01 Jose Ameijeiras-Alonso , Christophe Ley

We introduce a new class of multivariate elliptically symmetric distributions including elliptically symmetric logistic distributions and Kotz type distributions. We investigate the various probabilistic properties including marginal…

Statistics Theory · Mathematics 2020-08-04 Yeshunying Wang , Chuancun Yin

I report a new statistical distribution formulated to confront the infamous, long-standing, computational/modeling challenge presented by highly skewed and/or leptokurtic ("fat- or heavy-tailed") data. The distribution is straightforward,…

Statistical Finance · Quantitative Finance 2011-11-01 Lawrence R. Thorne

A new three-parameter cumulative distribution function defined on $(\alpha,\infty)$, for some $\alpha\geq0$, with asymmetric probability density function and showing exponential decays at its both tails, is introduced. The new distribution…

Statistics Theory · Mathematics 2017-03-28 Meitner Cadena

The Box-Cox transformation is applied to the linear mixed models for analyzing positive and grouped data. The problem in using Box Cox transformation is that the maximum likelihood estimator of the transformation parameter is generally…

Methodology · Statistics 2016-09-07 Shonosuke Sugasawa , Tatsuya Kubokawa

In order to better fit real-world datasets, studying asymmetric distribution is of great interest. In this work, we derive several mathematical properties of a general class of asymmetric distributions with positive support which shows up…

Statistics Theory · Mathematics 2025-12-11 Felipe S. Quintino , Pushpa N. Rathie , Luan C. S. M. Ozelim , Tiago A. da Fonseca , Roberto Vila

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…

Methodology · Statistics 2023-10-19 Sagnik Mondal , Marc G. Genton

Box-Cox power transformation is a commonly used methodology to transform the distribution of a non-normal data into a normal one. Estimation of the transformation parameter is crucial in this methodology. In this study, the estimation…

Computation · Statistics 2014-01-17 Ozgur Asar , Ozlem Ilk , Osman Dag

A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is more adapted to study the distributions of sums of random number of random variables. The properties of these…

Probability · Mathematics 2015-02-10 Lev B. Klebanov , Svetlozar T. Rachev

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…

Methodology · Statistics 2020-11-17 H. Kwong , S. Nadarajah

We provide new results for noise-tolerant and sample-efficient learning algorithms under $s$-concave distributions. The new class of $s$-concave distributions is a broad and natural generalization of log-concavity, and includes many…

Machine Learning · Statistics 2018-01-30 Maria-Florina Balcan , Hongyang Zhang

In this paper, we introduce a new class of bivariate distributions by compounding the bivariate generalized exponential and power-series distributions. This new class contains some new sub-models such as the bivariate generalized…

Computation · Statistics 2015-08-04 Ali Akbar Jafari , Rasool Roozegar
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