In this paper, the skew-elliptical sinh-alpha-power distribution is developed as a natural follow-up to log-linear Birnbaum–Saunders alpha-power distribution, previously studied in literature. Special cases include ordinary and skewed distributions. As shown, it able surpass sinh-normal models when fitting data sets with high (above expected sinh-normal) degrees of asymmetry. Maximum likelihood...

‎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...

In this paper we present a new type of multivariate distributions for asset returns which we call the multi-tail elliptical distributions. Multi-tail elliptical distribution can be thought to be an extension of the elliptical distributions that allow for varying tail parameters. We present a two-step random mechanism leading to this new type of distributions. In particular, this mechanism is de...

‎In this paper‎, ‎the nonlinear regression models when the model errors follow a slash‎ ‎skew-elliptical distribution‎, ‎are considered‎. ‎In the special case‎ ‎of nonlinear regression models under slash skew-t distribution‎, ‎we‎ ‎present some distributional properties‎, ‎and to estimate their‎ ‎parameters‎, ‎w...

This article studies a family of multivariate skew-symmetric distributions. We show that any multivariate probability density function admits a skewsymmetric representation. We derive several characteristics of this representation and establish an invariance property. We present a stochastic representation of skew-symmetric distributions which lends itself readily to simulations. The flexibilit...

In reality, the process observations are away from the assumption that are normal distributed. The observations could be skew distributions which should use an asymmetric chart rather than symmetric chart. Consequently, this research aim to study the robustness of the asymmetric Tukey’s control chart for skew and non-skew distributions as Lognormal and Laplace distributions. Furthermore, the pe...

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...