The Asymmetric Alpha-Power Skew-<i>t</i> Distribution
In this paper, we propose a new asymmetric and heavy-tail model that generalizes both the skew-<i>t</i> and power-<i>t</i> models. Properties of the model are studied in detail. The score functions and the elements of the observed information matrix are given. The process to...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-01-01
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| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/12/1/82 |