메뉴 건너뛰기




Volumn 96, Issue 4, 2009, Pages 761-780

Sinh-arcsinh distributions

Author keywords

Heavy tail; Johnson's SUdistribution; Light tail; Sinh normal distribution; Skew normal distribution; Skewness; Transformation

Indexed keywords


EID: 71249138148     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/asp053     Document Type: Article
Times cited : (241)

References (47)
  • 1
    • 0000923503 scopus 로고
    • Asymptotic theory of certain goodness of fit criteria based on stochastic processes
    • ANDERSON, T. W. & DARLING, D. A. (1952). Asymptotic theory of certain goodness of fit criteria based on stochastic processes. Ann. Math. Statist. 23, 193-212.
    • (1952) Ann. Math. Statist. , vol.23 , pp. 193-212
    • Anderson, T.W.1    Darling, D.A.2
  • 2
    • 0001036819 scopus 로고
    • A class of distributions which includes the normal ones
    • AZZALINI, A. (1985). A class of distributions which includes the normal ones. Scand. J. Statist. 12, 171-178
    • (1985) Scand. J. Statist. , vol.12 , pp. 171-178
    • Azzalini, A.1
  • 3
    • 0001611066 scopus 로고
    • Further results on a class of distributions which includes the normal ones
    • AZZALINI, A. (1986) Further results on a class of distributions which includes the normal ones. Statist. 46, 199-208.
    • (1986) Statist. , vol.46 , pp. 199-208
    • Azzalini, A.1
  • 4
    • 0037900005 scopus 로고    scopus 로고
    • Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t distribution
    • AZZALINI, A. & CAPITANIO, A. (2003). Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t distribution. J. R. Statist. Soc. B 65, 367-389
    • (2003) J. R. Statist. Soc B , vol.65 , pp. 367-389
    • Azzalini, A.1    Capitanio, A.2
  • 5
    • 41849143354 scopus 로고    scopus 로고
    • Robust likelihood methods based on the skew-t and related distributions
    • AZZALINI, A. & GENTON, M. G. (2008). Robust likelihood methods based on the skew-t and related distributions. Int. Statist. Rev. 76, 106-129
    • (2008) Int. Statist. Rev. , vol.76 , pp. 106-129
    • Azzalini, A.1    Genton, M.G.2
  • 6
    • 0000739010 scopus 로고
    • Hyperbolic distributions and distributions on hyperbolae
    • BARNDORFF-NIELSEN, O. E. (1978). Hyperbolic distributions and distributions on hyperbolae. Scand. J. Statist. 5, 151-157
    • (1978) Scand. J. Statist. , vol.5 , pp. 151-157
    • Barndorff-Nielsen, O.E.1
  • 7
    • 0001000789 scopus 로고
    • A test for asymmetry associated with the Hodges-Lehmann estimator
    • BOOS, D. D. (1982). A test for asymmetry associated with the Hodges-Lehmann estimator. J. Am. Statist. Assoc. 77, 647-651
    • (1982) J. Am. Statist. Assoc. , vol.77 , pp. 647-651
    • Boos, D.D.1
  • 8
    • 0016768334 scopus 로고
    • Omnibus test contours for departures from normality based on ? b1 and b2
    • BOWMAN, K. O. & SHENTON, L. R. (1975). Omnibus test contours for departures from normality based on ? b1 and b2. Biometrika 62, 243-250
    • (1975) Biometrika , vol.62 , pp. 243-250
    • Bowman, K.O.1    Shenton, L.R.2
  • 10
    • 0035178888 scopus 로고    scopus 로고
    • A general class of multivariate skew-elliptical distributions
    • BRANCO, M. D. & DEY, D. K. (2001). A general class of multivariate skew-elliptical distributions. J. Mult. Anal. 79, 99-113.
    • (2001) J. Mult. Anal. , vol.79 , pp. 99-113
    • Branco, M.D.1    Dey, D.K.2
  • 11
    • 0030304209 scopus 로고    scopus 로고
    • A simple test of symmetry about an unknown median
    • CABILIO, P. & MASARO, J. (1996). A simple test of symmetry about an unknown median. Can. J. Statist. 24, 349-361 (Pubitemid 126309224)
    • (1996) Canadian Journal of Statistics , vol.24 , Issue.3 , pp. 349-361
    • Cabilio, P.1    Masaro, J.2
  • 13
    • 0000103807 scopus 로고
    • An omnibus test of normality for moderate and large sample size
    • D'AGOSTINO, R. B. (1971). An omnibus test of normality for moderate and large sample size. Biometrika 58, 341-348
    • (1971) Biometrika , vol.58 , pp. 341-348
    • D'Agostino, R.B.1
  • 14
    • 77956887658 scopus 로고
    • Small sample probability points for the D test of normality
    • D'AGOSTINO, R. B. (1972). Small sample probability points for the D test of normality. Biometrika 59, 219-221
    • (1972) Biometrika , vol.59 , pp. 219-221
    • D'Agostino, R.B.1
  • 15
    • 2942600183 scopus 로고    scopus 로고
    • Inferential aspects of the skew exponential power distribution
    • DICICCIO, T. J. & MONTI, A. C. (2004). Inferential aspects of the skew exponential power distribution. J. Am. Statist. Assoc. 99, 439-450
    • (2004) J. Am. Statist. Assoc. , vol.99 , pp. 439-450
    • Diciccio, T.J.1    Monti, A.C.2
  • 16
    • 0013915442 scopus 로고
    • Linear estimates with polynomial coefficients
    • DOWNTON, F. (1966). Linear estimates with polynomial coefficients. Biometrika 53, 129-141
    • (1966) Biometrika , vol.53 , pp. 129-141
    • Downton, F.1
  • 18
    • 0032351391 scopus 로고    scopus 로고
    • On Bayesian modeling of fat tails and skewness
    • FERŃANDEZ, C. & STEEL, M. F. J. (1998). On Bayesian modeling of fat tails and skewness. J. Am. Statist. Assoc. 93, 359-371
    • (1998) J. Am. Statist. Assoc. , vol.93 , pp. 359-371
    • Ferńandez, C.1    Steel, M.F.J.2
  • 19
    • 84974003191 scopus 로고
    • Das statistische Problem der Korrelation als Variations und Eigenwertproblem und sein Zusammenhang mit der Ausgleichungsrechnung
    • GEBELEIN, H. (1941). Das statistische Problem der Korrelation als Variations und Eigenwertproblem und sein Zusammenhang mit der Ausgleichungsrechnung. Z. Angew. Math. Mech. 21, 364-379
    • (1941) Z. Angew. Math. Mech. , vol.21 , pp. 364-379
    • Gebelein, H.1
  • 22
    • 0002449934 scopus 로고
    • Summarizing shape numerically: The g-and-h distributions
    • Ed. D. C. Hoaglin, F. Mosteller and J. W. Tukey. New York: Wiley
    • HOAGLIN, D. C. (1986). Summarizing shape numerically: The g-and-h distributions. In Exploring Data Tables, Trends and Shapes, Ed. D. C. Hoaglin, F. Mosteller and J. W. Tukey, pp. 461-513. New York: Wiley.
    • (1986) Exploring Data Tables, Trends and Shapes , pp. 461-513
    • Hoaglin, D.C.1
  • 23
    • 0001297333 scopus 로고
    • Dependence function for continuous bivariate densities
    • HOLLAND, P. W. & WANG, Y. J. (1987). Dependence function for continuous bivariate densities. Commun. Statist. A 16, 863-876
    • (1987) Commun. Statist. A , vol.16 , pp. 863-876
    • Holland, P.W.1    Wang, Y.J.2
  • 24
    • 35548931351 scopus 로고
    • Efficient tests for normality, homoscedasticity and serial independence of regression residuals
    • JARQUE, C. & BERA, A. (1980). Efficient tests for normality, homoscedasticity and serial independence of regression residuals. Economet. Lett. 6, 255-259
    • (1980) Economet. Lett. , vol.6 , pp. 255-259
    • Jarque, C.1    Bera, A.2
  • 26
    • 39049139625 scopus 로고
    • Systems of frequency curves generated by methods of translation
    • JOHNSON, N. L. (1949). Systems of frequency curves generated by methods of translation. Biometrika 36, 149-176
    • (1949) Biometrika , vol.36 , pp. 149-176
    • Johnson, N.L.1
  • 28
    • 0000474660 scopus 로고    scopus 로고
    • The local dependence function
    • JONES, M. C. (1996). The local dependence function. Biometrika 83, 899-904.
    • (1996) Biometrika , vol.83 , pp. 899-904
    • Jones, M.C.1
  • 29
    • 11144322968 scopus 로고    scopus 로고
    • Families of distributions arising from distributions of order statistics (with discussion
    • JONES, M. C. (2004). Families of distributions arising from distributions of order statistics (with discussion). Test 13, 1-43.
    • (2004) Test , vol.13 , pp. 1-43
    • Jones, M.C.1
  • 30
    • 71249129218 scopus 로고    scopus 로고
    • Contribution to the discussion of 'Generalized additive models for location, scale and shape', by R. A. Rigby and D. M. Stasinopoulos
    • JONES, M. C. (2005). Contribution to the discussion of 'Generalized additive models for location, scale and shape', by R. A. Rigby and D. M. Stasinopoulos. Appl. Statist. 54, 546-547
    • (2005) Appl. Statist. , vol.54 , pp. 546-547
    • Jones, M.C.1
  • 31
    • 0037848605 scopus 로고    scopus 로고
    • A skew extension of the t distribution, with applications
    • JONES, M. C. & FADDY, M. J. (2003). A skew extension of the t distribution, with applications. J. R. Statist. Soc. B 65, 159-174
    • (2003) J. R. Statist. Soc. B , vol.65 , pp. 159-174
    • Jones, M.C.1    Faddy, M.J.2
  • 32
    • 0012950187 scopus 로고
    • Detection of symmetry or lack of it and applications
    • KAPPENMAN, R. F. (1988). Detection of symmetry or lack of it and applications. Commun. Statist. A 17, 4163-4177
    • (1988) Commun. Statist. A , vol.17 , pp. 4163-4177
    • Kappenman, R.F.1
  • 33
    • 0040480716 scopus 로고
    • On measuring internal dependence in a set of random variables
    • KOYAK, R. A. (1987). On measuring internal dependence in a set of random variables. Ann. Statist. 15, 1215-1228
    • (1987) Ann. Statist. , vol.15 , pp. 1215-1228
    • Koyak, R.A.1
  • 34
    • 4043087814 scopus 로고    scopus 로고
    • Flexible class of skew-symmetric distributions
    • MA, Y. & GENTON, M. G. (2004). Flexible class of skew-symmetric distributions. Scand. J. Statist. 31, 459-468
    • (2004) Scand. J. Statist. , vol.31 , pp. 459-468
    • Ma, Y.1    Genton, M.G.2
  • 35
    • 0141754320 scopus 로고    scopus 로고
    • The epsilon-skew-normal distribution for analyzing near-normal data
    • MUDHOLKAR, G. S. & HUTSON, A. (2000). The epsilon-skew-normal distribution for analyzing near-normal data. J. Statist. Plan. Infer. 83, 291-309.
    • (2000) J. Statist. Plan. Infer. , vol.83 , pp. 291-309
    • Mudholkar, G.S.1    Hutson, A.2
  • 36
    • 0000238336 scopus 로고
    • A simplex-method for function minimization
    • NELDER, J. A. & MEAD, R. (1965). A simplex-method for function minimization. Comp. J. 7, 308-313
    • (1965) Comp. J. , vol.7 , pp. 308-313
    • Nelder, J.A.1    Mead, R.2
  • 37
    • 0026108164 scopus 로고
    • A log-linear model for the Birnbaum-Saunders distribution
    • RIECK, J. R. & NEDELMAN, J. R. (1991). A log-linear model for the Birnbaum-Saunders distribution. Technometrics 33, 51-60.
    • (1991) Technometrics , vol.33 , pp. 51-60
    • Rieck, J.R.1    Nedelman, J.R.2
  • 38
    • 21844510079 scopus 로고
    • AS R94: A remark on algorithm AS 181: The W-test for normality
    • ROYSTON, P. (1995). AS R94: A remark on algorithm AS 181: The W-test for normality. Appl. Statist. 44, 547-551
    • (1995) Appl. Statist. , vol.44 , pp. 547-551
    • Royston, P.1
  • 40
    • 0000898845 scopus 로고
    • An analysis of variance test for normality (complete samples)
    • SHAPIRO, S. & WILK, M. (1965). An analysis of variance test for normality (complete samples). Biometrika 52, 591-611.
    • (1965) Biometrika , vol.52 , pp. 591-611
    • Shapiro, S.1    Wilk, M.2
  • 41
    • 0023532708 scopus 로고
    • A comparison of maximum likelihood and Bayesian estimators for the threeparameter Weibull distribution
    • SMITH, R. L. & NAYLOR, J. C. (1987). A comparison of maximum likelihood and Bayesian estimators for the threeparameter Weibull distribution. Appl. Statist. 36, 358-369
    • (1987) Appl. Statist. , vol.36 , pp. 358-369
    • Smith, R.L.1    Naylor, J.C.2
  • 42
    • 40549109271 scopus 로고    scopus 로고
    • Generalized additive models for location scale and shape (GAMLSS)
    • STASINOPOULOS, D. M. & RIGBY, R. A. (2007). Generalized additive models for location scale and shape (GAMLSS). J. Statist. Software 23, Issue 7.
    • (2007) J. Statist. Software , vol.23 , Issue.7
    • Stasinopoulos, D.M.1    Rigby, R.A.2
  • 43
    • 0043002681 scopus 로고
    • Random sampling from the exponential power distribution
    • TADIKAMALLA, P. R. (1980). Random sampling from the exponential power distribution. J. Am. Statist. Assoc. 75, 683-686
    • (1980) J. Am. Statist. Assoc. , vol.75 , pp. 683-686
    • Tadikamalla, P.R.1
  • 44
    • 33845928696 scopus 로고    scopus 로고
    • Jarque-Bera test and its competitors for testing normality: A power comparison
    • THADEWALD, T. & BUNING, H. (2007). Jarque-Bera test and its competitors for testing normality: A power comparison. J. Appl. Statist. 34, 87-105.
    • (2007) J Appl. Statist. , vol.34 , pp. 87-105
    • Thadewald, T.1    Buning, H.2
  • 45
    • 0034862999 scopus 로고    scopus 로고
    • Non-normal regression II - Symmetric distributions
    • TIKU, M. L., ISLAM, M. Q. & SELCUK, A. S. (2001). Non-normal regression II - symmetric distributions. Commun. Statist. A 30, 1021-1045
    • (2001) Commun. Statist. A , vol.30 , pp. 1021-1045
    • Tiku, M.L.1    Islam, M.Q.2    Selcuk, A.S.3
  • 47
    • 18744363887 scopus 로고    scopus 로고
    • Likelihood-ratio tests for normality
    • ZHANG, J. & WU, Y. (2005). Likelihood-ratio tests for normality. Comp. Statist. Data Anal. 49, 709-721
    • (2005) Comp. Statist. Data Anal. , vol.49 , pp. 709-721
    • Zhang, J.1    Wu, Y.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.