Some Inferences on Skew-t Distribution of 2 Degrees of Freedom

Understanding the properties of Skew distributions is important in many statistical applications. The Student-t distribution is widely used in statistics. Skew-t distribution is a useful model to describe data with heavy tails. In this paper several distributional properties of Skew-t distribution a...

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Bibliographic Details
Main Authors: Mohammad Ahsanullah, Valery B. Nevzorov
Format: Article
Language:English
Published: Springer 2017-11-01
Series:Journal of Statistical Theory and Applications (JSTA)
Subjects:
Online Access:https://www.atlantis-press.com/article/25887933.pdf