An alternative multivariate skew-slash distribution

Olcay Arslan

Statistics & Probability Letters, 2008, vol. 78, issue 16, 2756-2761

Abstract: In this paper, we introduce an alternative skew-slash distribution in multivariate setting. This includes as a special case the symmetric multivariate slash distribution, and otherwise provides skew extension of the multivariate slash distribution. The distribution is potentially useful for empirical modeling and in robustness studies. Some properties of the new distribution are presented. An application is provided for illustrative reason.

Date: 2008
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Citations: View citations in EconPapers (14)

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