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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Bibliographic Details
Main Author: C. J. Adcock
Format: Article
Language:English
Published: MDPI AG 2023-02-01
Series:Stats
Subjects:
Online Access:https://www.mdpi.com/2571-905X/6/1/24