A note on bias reduction of maximum likelihood estimates for the scalar skew t distribution

Author:

Lagos Álvarez B.,Jiménez Gamero M.D.

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference12 articles.

1. A class of distributions which includes the normal ones;Azzalini;Scandinavian Journal of Statistics,1985

2. Distributions genereated by perturbation of asymmetry with emphasis on a multivariate skew t distribution;Azzalini;Journal of the Royal Statistical Society Series B,2003

3. The multivariate skew-normal distribution;Azzalini;Biometrika,1996

4. Robust likelihood methods based on the skew-t and related distributions;Azzalini;International Statistical Review,2008

5. A general class of multivariate skew-elliptical distributions;Branco;Journal of Multivariate Analysis,2001

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