Abstract
We propose a flexible class of skew-symmetric distributions for which the probability density function has the form of a product of a symmetric density and a skewing function. By constructing an enumerable dense subset of skewing functions on a compact set, we are able to consider a family of distributions, which can capture skewness, heavy tails and multimodality systematically. We present three illustrative examples for the fibreglass data, the simulated data from a mixture of two normal distributions and the Swiss bills data.
Original language | English (US) |
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Pages (from-to) | 459-468 |
Number of pages | 10 |
Journal | Scandinavian Journal of Statistics |
Volume | 31 |
Issue number | 3 |
DOIs | |
State | Published - Sep 2004 |
Externally published | Yes |
Keywords
- Dense subset
- Generalized skew-elliptical
- Multimodality
- Skew-normal
- Skewness
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty