‎The goal of this study is to introduce an Asymmetric Uniform-Laplace (AUL) distribution‎. ‎We present a detailed theoretical description of this distribution‎. ‎We try to estimate the parameters of AUL distribution using the maximum likelihood method‎. ‎Since the likelihood approach results in complicated forms‎, ‎we suggest a bootstrap-based approach for es...

Traditional factor models explicitly or implicitly assume that the factors follow a multivariate normal distribution; that is, only moments up to order two are involved. However, it may happen in real data problems that the first two moments cannot explain the factors. Based on this motivation, here we devise three new skewed factor models, the skew-normal, the skew-t , and the generalized skew...

Spatial generalized linear mixed models are common in applied statistics. Most users are satisfied using a Gaussian distribution for the spatial latent variables in this model, but it is unclear whether the Gaussian assumption holds. Wrong Gaussian assumptions cause bias in parameter estimates and affect the accuracy of spatial predictions. Thus, there is a need for more flexible priors for the...

Linear mixed models were developed to handle clustered data and have been a topic of increasing interest in statistics for the past fifty years. Generally, the normality (or symmetry) of the random effects is a common assumption in linear mixed models but it may, sometimes, be unrealistic, obscuring important features of among-subjects variation. In this article, we utilize skew-normal/independ...

In this paper, we compute doubly truncated moments for the selection elliptical class of distributions, including some multivariate asymmetric versions well-known such as normal, Student’s t, slash, among others. We address members family, establishing neat formulation high-order and its first two moments. establish sufficient necessary conditions existence these Further, propose optimized meth...

In this paper, a class of multivariate skew distributions has been explored. Then its properties are derived. The relationship between the multivariate skew normal and the Wishart distribution is also studied. @ 2003 Elsevier Science Ltd. All rights reserved. Keywords-Skew normal distribution, Wishart distribution, Moment generating function, Moments. Skewness.

Quantifying dependence between extreme values is a central problem in many theoretical and applied studies. The main distinction is between asymptotically independent and asymptotically dependent extremes, with important theoretical examples of these general limiting classes being the extremal behaviour of a bivariate Normal distribution, for asymptotic independence, and of the bivariate t dist...