A New Robust Class of Skew Elliptical Distributions

A Flexible Class of Skew - Symmetri Distributions ( running head : exible skew - symmetri distributions )

A Flexible Class of Skew Logistic Distribution

‎Here we consider  a new class of skew logistic  distribution as a generalized mixture of the standard logistic and skew logistic distributions‎, ‎and study some of its important aspects‎. ‎The tail behaviour of the  distribution is compared with that of the skew logistic distribution and a location-scale extension of the distribution is proposed‎. ‎Fu...

Flexible Class of Skew-Symmetric Distributions

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 thr...

Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions

We consider a class of generalized skew-normal distributions that is useful for selection modeling and robustness analysis and derive a class of semiparametric estimators for the location and scale parameters of the central part of the model. We show that these estimators are consistent and asymptotically normal. We present the semiparametric efficiency bound and derive the locally efficient es...

Analyzing Near-Normal Data Using a New Density Function within Azzalini’s Class of Skew Distributions

A family of distributions, which was first introduced by O’Hagan and Leonard [9] for Bayesian analysis of normal means and was later investigated in detail by Azzalini [3, 4], is modified leading to a new class of asymmetric distributions. A new score test is derived for detecting non-normality within the new class of asymmetric distributions. The maximum likelihood estimates are derived for lo...