Skew t distributions via the sinh-arcsinh transformation

J. Rosco (), M. Jones () and Arthur Pewsey ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2011, vol. 20, issue 3, 630-652

Keywords: Azzalini-type distributions; Heavy tails; Quantile-based measures; Student’s t distribution; Skewness; Two-piece distributions; 60E05; 62F12; 62F25 (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s11749-010-0222-2

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