An Asymmetric Extension for the Family of Elliptical Slash Distributions

作者:Olivares Pacheco Juan F*; Salas Estrella; Gomez Hector W; Bolfarine Heleno
来源:Communications in Statistics - Theory and Methods, 2012, 41(6): 1000-1012.
DOI:10.1080/03610926.2010.533229

摘要

In this article, we introduce an asymmetric extension to the univariate slash-elliptical family of distributions studied in Gomez et al. (2007a). This new family results from a scale mixture between the epsilon-skew-symmetric family of distributions and the uniform distribution. A general expression is presented for the density with special cases such as the normal, Cauchy, Student-t, and Pearson type II distributions. Some special properties and moments are also investigated. Results of two real data sets applications are also reported, illustrating the fact that the family introduced can be useful in practice.

  • 出版日期2012