Malá, Ivana; Sládek, Václav; Habarta, Filip Comparison of estimates using L- and TL- moments and other robust characteristics of distributional shape and tail heaviness. (English) Zbl 1518.60018 REVSTAT 20, No. 5, 529-546 (2022). MSC: 60E05 62E10 65C05 PDFBibTeX XMLCite \textit{I. Malá} et al., REVSTAT 20, No. 5, 529--546 (2022; Zbl 1518.60018) Full Text: DOI
Richards, Stephen J. Modelling mortality by continuous benefit amount. (English) Zbl 1501.91158 Scand. Actuar. J. 2022, No. 8, 695-717 (2022). MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{S. J. Richards}, Scand. Actuar. J. 2022, No. 8, 695--717 (2022; Zbl 1501.91158) Full Text: DOI
Stringer, Alex Automatic differentiation of Box-Cox transformations with application to random effects models for continuous non-normal response. (English) Zbl 1496.62023 Stat. Comput. 32, No. 5, Paper No. 89, 7 p. (2022). MSC: 62-08 62P05 PDFBibTeX XMLCite \textit{A. Stringer}, Stat. Comput. 32, No. 5, Paper No. 89, 7 p. (2022; Zbl 1496.62023) Full Text: DOI
Chowdhury, Joydeep; Dutta, Subhajit; Arellano-Valle, Reinaldo B.; Genton, Marc G. Sub-dimensional Mardia measures of multivariate skewness and kurtosis. (English) Zbl 1520.62063 J. Multivariate Anal. 192, Article ID 105089, 20 p. (2022). MSC: 62H15 62H05 62E20 PDFBibTeX XMLCite \textit{J. Chowdhury} et al., J. Multivariate Anal. 192, Article ID 105089, 20 p. (2022; Zbl 1520.62063) Full Text: DOI arXiv
Agu, Friday Ikechukwu; Eghwerido, Joseph Thomas; Nziku, Cosmas Kaitani The alpha power Rayleigh-G family of distributions. (English) Zbl 1498.62042 Math. Slovaca 72, No. 4, 1047-1062 (2022). MSC: 62E15 60E05 PDFBibTeX XMLCite \textit{F. I. Agu} et al., Math. Slovaca 72, No. 4, 1047--1062 (2022; Zbl 1498.62042) Full Text: DOI
Bagnato, Luca; Punzo, Antonio; Zoia, Maria Grazia Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns. (English) Zbl 07532286 Commun. Stat., Theory Methods 51, No. 2, 486-500 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{L. Bagnato} et al., Commun. Stat., Theory Methods 51, No. 2, 486--500 (2022; Zbl 07532286) Full Text: DOI
Fischer, Daniel; Berro, Alain; Nordhausen, Klaus; Ruiz-Gazen, Anne REPPlab: an R package for detecting clusters and outliers using exploratory projection pursuit. (English) Zbl 1497.62007 Commun. Stat., Simulation Comput. 50, No. 11, 3397-3419 (2021). MSC: 62-04 62H99 PDFBibTeX XMLCite \textit{D. Fischer} et al., Commun. Stat., Simulation Comput. 50, No. 11, 3397--3419 (2021; Zbl 1497.62007) Full Text: DOI arXiv
Radojičić, Una; Nordhausen, Klaus; Virta, Joni Large-sample properties of unsupervised estimation of the linear discriminant using projection pursuit. (English) Zbl 1498.62123 Electron. J. Stat. 15, No. 2, 6677-6739 (2021). MSC: 62H30 60F05 62F12 62H12 PDFBibTeX XMLCite \textit{U. Radojičić} et al., Electron. J. Stat. 15, No. 2, 6677--6739 (2021; Zbl 1498.62123) Full Text: DOI arXiv Link
Nadarajah, Saralees; Kwong, Hok Shing; Tank, Fatih Compound sum distributions with dependence. (English) Zbl 1471.62260 Statistics 55, No. 2, 409-425 (2021). Reviewer: Fraser Daly (Edinburgh) MSC: 62E15 60E05 62P20 PDFBibTeX XMLCite \textit{S. Nadarajah} et al., Statistics 55, No. 2, 409--425 (2021; Zbl 1471.62260) Full Text: DOI
Redfern, Nick Modelling shot lengths of Hollywood motion pictures with the Dagum distribution. (English) Zbl 07690394 Statistica 80, No. 1, 81-99 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{N. Redfern}, Statistica 80, No. 1, 81--99 (2020; Zbl 07690394) Full Text: DOI
Astorga, Juan M.; Iriarte, Yuri A.; Gómez, Héctor W.; Bolfarine, Heleno Modified slashed generalized exponential distribution. (English) Zbl 07529916 Commun. Stat., Theory Methods 49, No. 19, 4603-4617 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{J. M. Astorga} et al., Commun. Stat., Theory Methods 49, No. 19, 4603--4617 (2020; Zbl 07529916) Full Text: DOI
Mantalos, P.; Karagrigoriou, A.; Střelec, L.; Jordanova, P.; Hermann, P.; Kiseľák, J.; Hudák, J.; Stehlík, M. On improved volatility modelling by fitting skewness in ARCH models. (English) Zbl 1521.62398 J. Appl. Stat. 47, No. 6, 1031-1063 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{P. Mantalos} et al., J. Appl. Stat. 47, No. 6, 1031--1063 (2020; Zbl 1521.62398) Full Text: DOI
Reyes, Jimmy; Rojas, Mario A.; Venegas, Osvaldo; Gómez, Héctor W. Nakagami distribution with heavy tails and applications to mining engineering data. (English) Zbl 1456.62317 J. Stat. Theory Pract. 14, No. 4, Paper No. 55, 20 p. (2020). MSC: 62P30 62E15 62G32 PDFBibTeX XMLCite \textit{J. Reyes} et al., J. Stat. Theory Pract. 14, No. 4, Paper No. 55, 20 p. (2020; Zbl 1456.62317) Full Text: DOI
Lachos, Víctor H.; Garay, Aldo M.; Cabral, Celso R. B. Moments of truncated scale mixtures of skew-normal distributions. (English) Zbl 1445.62030 Braz. J. Probab. Stat. 34, No. 3, 478-494 (2020). MSC: 62E15 62H30 62N01 62P05 PDFBibTeX XMLCite \textit{V. H. Lachos} et al., Braz. J. Probab. Stat. 34, No. 3, 478--494 (2020; Zbl 1445.62030) Full Text: DOI Euclid
Reyes, Jimmy; Gallardo, Diego I.; Bolfarine, Heleno; Gómez, Héctor W. A new class of slash-elliptical distributions. (English) Zbl 07539699 Commun. Stat., Theory Methods 48, No. 12, 3105-3121 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Reyes} et al., Commun. Stat., Theory Methods 48, No. 12, 3105--3121 (2019; Zbl 07539699) Full Text: DOI
Reyes, Jimmy; Iriarte, Yuri A.; Jodrá, Pedro; Gómez, Héctor W. The slash Lindley-Weibull distribution. (English) Zbl 1411.60023 Methodol. Comput. Appl. Probab. 21, No. 1, 235-251 (2019). MSC: 60E05 62F10 PDFBibTeX XMLCite \textit{J. Reyes} et al., Methodol. Comput. Appl. Probab. 21, No. 1, 235--251 (2019; Zbl 1411.60023) Full Text: DOI
Wiedermann, Wolfgang A note on fourth moment-based direction dependence measures when regression errors are non normal. (English) Zbl 1508.62167 Commun. Stat., Theory Methods 47, No. 21, 5255-5264 (2018). MSC: 62J05 62J20 62H20 PDFBibTeX XMLCite \textit{W. Wiedermann}, Commun. Stat., Theory Methods 47, No. 21, 5255--5264 (2018; Zbl 1508.62167) Full Text: DOI
Desgagné, A.; de Micheaux, P. Lafaye A powerful and interpretable alternative to the Jarque-Bera test of normality based on 2nd-power skewness and kurtosis, using the Rao’s score test on the APD family. (English) Zbl 1516.62244 J. Appl. Stat. 45, No. 13, 2307-2327 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Desgagné} and \textit{P. L. de Micheaux}, J. Appl. Stat. 45, No. 13, 2307--2327 (2018; Zbl 1516.62244) Full Text: DOI
Stasinopoulos, Mikis D.; Rigby, Robert A.; De Bastiani, Fernanda GAMLSS: a distributional regression approach. (English) Zbl 07289508 Stat. Model. 18, No. 3-4, 248-273 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{M. D. Stasinopoulos} et al., Stat. Model. 18, No. 3--4, 248--273 (2018; Zbl 07289508) Full Text: DOI
Venegas, Osvaldo; Salinas, Hugo S.; Gallardo, Diego I.; Bolfarine, Heleno; Gómez, Héctor W. Bimodality based on the generalized skew-normal distribution. (English) Zbl 07192546 J. Stat. Comput. Simulation 88, No. 1, 156-181 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{O. Venegas} et al., J. Stat. Comput. Simulation 88, No. 1, 156--181 (2018; Zbl 07192546) Full Text: DOI
Bishara, Anthony J.; Li, Jiexiang; Nash, Thomas Asymptotic confidence intervals for the Pearson correlation via skewness and kurtosis. (English) Zbl 1460.62173 Br. J. Math. Stat. Psychol. 71, No. 1, 167-185 (2018). MSC: 62P15 62G15 62H10 PDFBibTeX XMLCite \textit{A. J. Bishara} et al., Br. J. Math. Stat. Psychol. 71, No. 1, 167--185 (2018; Zbl 1460.62173) Full Text: DOI
Bolfarine, Heleno; Martínez-Flórez, Guillermo; Salinas, Hugo S. Bimodal symmetric-asymmetric power-normal families. (English) Zbl 1388.60044 Commun. Stat., Theory Methods 47, No. 2, 259-276 (2018). MSC: 60E05 62E15 PDFBibTeX XMLCite \textit{H. Bolfarine} et al., Commun. Stat., Theory Methods 47, No. 2, 259--276 (2018; Zbl 1388.60044) Full Text: DOI
Coin, Daniele A goodness-of-fit test for generalized error distribution. (English) Zbl 1384.62043 Commun. Stat., Theory Methods 46, No. 23, 11485-11499 (2017). MSC: 62E15 62G10 62P05 PDFBibTeX XMLCite \textit{D. Coin}, Commun. Stat., Theory Methods 46, No. 23, 11485--11499 (2017; Zbl 1384.62043) Full Text: DOI Link
Cirillo, Marcelo Ângelo; Barroso, Lúcia Pereira Effect of outliers on the GFI quality adjustment index in structural equation model and proposal of alternative indices. (English) Zbl 1364.62136 Commun. Stat., Simulation Comput. 46, No. 3, 1895-1905 (2017). MSC: 62H20 62H25 PDFBibTeX XMLCite \textit{M. Â. Cirillo} and \textit{L. P. Barroso}, Commun. Stat., Simulation Comput. 46, No. 3, 1895--1905 (2017; Zbl 1364.62136) Full Text: DOI
Lien, Donald; Stroud, Christopher; Ye, Keying Comparing VaR approximation methods that use the first four moments as inputs. (English) Zbl 1339.91137 Commun. Stat., Simulation Comput. 45, No. 2, 491-503 (2016). MSC: 91G70 41A60 62P05 PDFBibTeX XMLCite \textit{D. Lien} et al., Commun. Stat., Simulation Comput. 45, No. 2, 491--503 (2016; Zbl 1339.91137) Full Text: DOI
Bagnato, Luca; Potì, Valerio; Zoia, Maria Grazia The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns. (English) Zbl 1416.62579 Stat. Pap. 56, No. 4, 1205-1234 (2015). MSC: 62P05 33C45 62M10 PDFBibTeX XMLCite \textit{L. Bagnato} et al., Stat. Pap. 56, No. 4, 1205--1234 (2015; Zbl 1416.62579) Full Text: DOI
Arrué, Jaime; Gómez, Héctor W.; Salinas, Hugo S.; Bolfarine, Heleno A new class of skew-normal-Cauchy distribution. (English) Zbl 1322.60006 SORT 39, No. 1, 35-50 (2015). MSC: 60E05 62F12 PDFBibTeX XMLCite \textit{J. Arrué} et al., SORT 39, No. 1, 35--50 (2015; Zbl 1322.60006) Full Text: Link
Marchant, Carolina; Bertin, Karine; Leiva, Víctor; Saulo, Helton Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data. (English) Zbl 1468.62133 Comput. Stat. Data Anal. 63, 1-15 (2013). MSC: 62-08 62G07 62P05 PDFBibTeX XMLCite \textit{C. Marchant} et al., Comput. Stat. Data Anal. 63, 1--15 (2013; Zbl 1468.62133) Full Text: DOI
Gómez-Villegas, M. A.; Main, P.; Navarro, H.; Susi, R. Assessing the effect of kurtosis deviations from Gaussianity on conditional distributions. (English) Zbl 1304.60021 Appl. Math. Comput. 219, No. 21, 10499-10505 (2013). MSC: 60E05 62B10 PDFBibTeX XMLCite \textit{M. A. Gómez-Villegas} et al., Appl. Math. Comput. 219, No. 21, 10499--10505 (2013; Zbl 1304.60021) Full Text: DOI
Boik, Robert J. Accurate confidence intervals in regression analyses of non-normal data. (English) Zbl 1184.62045 Ann. Inst. Stat. Math. 60, No. 1, 61-83 (2008). MSC: 62F25 62J05 62H12 62F40 62E20 65C60 PDFBibTeX XMLCite \textit{R. J. Boik}, Ann. Inst. Stat. Math. 60, No. 1, 61--83 (2008; Zbl 1184.62045) Full Text: DOI
Azzalini, Adelchi; Genton, Marc G. Robust likelihood methods based on the skew-\(t\) and related distributions. (English) Zbl 1206.62102 Int. Stat. Rev. 76, No. 1, 106-129 (2008). MSC: 62H10 62H12 65C05 62P05 PDFBibTeX XMLCite \textit{A. Azzalini} and \textit{M. G. Genton}, Int. Stat. Rev. 76, No. 1, 106--129 (2008; Zbl 1206.62102) Full Text: DOI
Karvanen, Juha; Nuutinen, Arto Characterizing the generalized lambda distribution by L-moments. (English) Zbl 1452.62181 Comput. Stat. Data Anal. 52, No. 4, 1971-1983 (2008). MSC: 62E10 62F10 62-08 PDFBibTeX XMLCite \textit{J. Karvanen} and \textit{A. Nuutinen}, Comput. Stat. Data Anal. 52, No. 4, 1971--1983 (2008; Zbl 1452.62181) Full Text: DOI arXiv
Arellano-Valle, Reinaldo B.; Genton, Marc G. On the exact distribution of the maximum of absolutely continuous dependent random variables. (English) Zbl 1134.60033 Stat. Probab. Lett. 78, No. 1, 27-35 (2008). MSC: 60G70 60E05 PDFBibTeX XMLCite \textit{R. B. Arellano-Valle} and \textit{M. G. Genton}, Stat. Probab. Lett. 78, No. 1, 27--35 (2008; Zbl 1134.60033) Full Text: DOI Link
Arellano-Valle, Reinaldo B.; Genton, Marc G. On the exact distribution of linear combinations of order statistics from dependent random variables. (English) Zbl 1139.62028 J. Multivariate Anal. 98, No. 10, 1876-1894 (2007); corrigendum ibid. 99, No. 5, 1013 (2008). MSC: 62H10 62E15 62G30 62P99 PDFBibTeX XMLCite \textit{R. B. Arellano-Valle} and \textit{M. G. Genton}, J. Multivariate Anal. 98, No. 10, 1876--1894 (2007; Zbl 1139.62028) Full Text: DOI
Nordhausen, Klaus; Oja, Hannu; Tyler, David E. On the efficiency of invariant multivariate sign and rank tests. (English) Zbl 1145.62341 Liski, Erkki (ed.) et al., Festschrift for Tarmo Pukkila on his 60th birthday. Papers presented at a specific session of the fifteenth international workshop on matrices and statistics, Uppsala, Sweden, June 13–June 17, 2006. Tampere: Univ. Tampere, Department of Mathematics, Statistics and Philosophy (ISBN 978-951-44-6620-5/hbk). Report A 368, 217-231 (2006). MSC: 62H15 62H12 62G10 62G05 PDFBibTeX XMLCite \textit{K. Nordhausen} et al., in: Festschrift for Tarmo Pukkila on his 60th birthday. Papers presented at a specific session of the fifteenth international workshop on matrices and statistics, Uppsala, Sweden, June 13--June 17, 2006. Tampere: Univ. Tampere, Department of Mathematics, Statistics and Philosophy. 217--231 (2006; Zbl 1145.62341)