期刊名称：Brazilian Journal of Probability and Statistics
印刷版ISSN：0103-0752
出版年度：2019
卷号：33
期号：1
页码：2-23
DOI：10.1214/17-BJPS372
语种：English
出版社：Brazilian Statistical Association
摘要：In this paper, a skew and uni-/bi-modal extension of the Student-$t$ distribution is considered. This model is more flexible and has wider ranges of skewness and kurtosis than the other skew distributions in literature. Fisher information matrix for the proposed model and some submodels are derived. With a simulation study and some real data sets, applicability of the proposed models are illustrated.
