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http://hdl.handle.net/1942/28220
Title: | On quantile-based asymmetric family of distributions: properties and inference | Authors: | Gijbels, Irène KARIM, Rezaul VERHASSELT, Anneleen |
Issue Date: | 2019 | Publisher: | WILEY | Source: | INTERNATIONAL STATISTICAL REVIEW, 87(3), p. 471-504. | Abstract: | In this paper, we provide a detailed study of a general family of asymmetric densities. In the general framework, we establish expressions for important characteristics of the distributions and discuss estimation of the parameters via method‐of‐moments as well as maximum likelihood estimation. Asymptotic normality results for the estimators are provided. The results under the general framework are then applied to some specific examples of asymmetric densities. The use of the asymmetric densities is illustrated in a real‐data analysis. | Keywords: | Asymmetric density;asymptotics;location parameter;maximum likelihood estimation;method-of-moments;quantiles | Document URI: | http://hdl.handle.net/1942/28220 | ISSN: | 0306-7734 | e-ISSN: | 1751-5823 | DOI: | 10.1111/insr.12324 | ISI #: | WOS:000501247800002 | Rights: | 2019 The Authors. International Statistical Review © 2019 International Statistical Institute | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2020 |
Appears in Collections: | Research publications |
Files in This Item:
File | Description | Size | Format | |
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Paper1GKVRSMain.pdf | Peer-reviewed author version | 597.49 kB | Adobe PDF | View/Open |
Gijbels_et_al-2019-International_Statistical_Review.pdf Restricted Access | Published version | 828.11 kB | Adobe PDF | View/Open Request a copy |
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