The Linear Skew-t Distribution and Its Properties
The aim of this expository paper is to present the properties of the linear skew-t distribution, which is a specific example of a symmetry modulated-distribution. The skewing function remains the distribution function of Student’s t, but its argument is simpler than that used for the standard skew-t...
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Format: | Article |
Language: | English |
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MDPI AG
2023-02-01
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Series: | Stats |
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Online Access: | https://www.mdpi.com/2571-905X/6/1/24 |