A Skew t Distribution

Probability and Statistical Models with Applications

Volumn , Issue , 2000, Pages 269-277

  Jones, M C ^a  

^a OPEN UNIVERSITY   (United Kingdom)

Author keywords

Beta distribution; Dirichlet; Distribution; Multivariate l and beta distributions; Skewness; Student l distribution

Indexed keywords

EID: 84993805592     PISSN: None     EISSN: None     Source Type: Book    
DOI: None     Document Type: Chapter

References (8)

1. Cacoullos, T. (1965). A relation between t and A-distributions. Journal of the American Statistical Association 60, 528-531; Corrigendum, 60, 1249.
2. Cacoullos, T. (1966). Estimation of a multivariate density. Annals of the Institute of Statistical Mathematics 18, 179-189.
3. Cacoullos, T. (1999). On the Pitman-Morgan-Wilks tests of ho-moscedasticitv for the bivariate normal distribution. To appear.
4. Holland, P. W. and Wang, Y. J. (1987). Dependence function for continuous bivariate densities. Communications in Statistics — Theory and Methods 16, 863-876.
5. Jones, M. C. (1996). The local dependence function. THometrika83, 899-904.
6. Jones, M. C. (2000). Marginal replacement in multivariate densities, with application to skewing spherically symmetric distributions. To appear.
7. Jones, M. C. and Faddy, M. J. (2000). A skew extension of the t distribution, with applications. In preparation.
8. Wand, M. P. and Jones, M. C. (1995). Kernel Smoothing. Chapman and Hall, London.