On Some Bivariate Extensions of the Folded Normal and the Folded-T Distributions

Stelios Psarakis and John Panaretos

MPRA Paper from University Library of Munich, Germany

Abstract: In this paper two new bivariate distributions are defined and studied. They are two-variate versions of the folded normal distribution (Leone et al. 1961) and the folded t distribution (Psarakis and Panaretos 1990). They both arise in the context of evaluating the predictive behaviour of two competing linear models with the aim to select the one that leads to predictions closer to the actual value of the dependent variable

Keywords: Folded normal; Folded-t distribution; Model selection (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (3)

Published in Journal of Applied Statistical Science 2.10(2001): pp. 119-136

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