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A reparametrization of Triangular Distribution based on the Skew-Symmetric Distributions
(UNIV NAC COLOMBIA, DEPT ESTADISTICA, 2009)
In this paper a new approach is considered for studying the triangular distribution using the theoretical development behind Skew distributions. Triangular distribution are obtained by a reparametrization of usual triangular ...
Properties and Inference on the Skew-Curved-Symmetric Family of Distributions
(TAYLOR & FRANCIS INC, 2010)
In this article, we study some results related to a specific class of distributions, called skew-curved-symmetric family of distributions that depends on a parameter controlling the skewness and kurtosis at the same time. ...
On the Skew-Normal-Cauchy Distribution
(TAYLOR & FRANCIS INC, 2011)
In this article, we study further properties of a skew normal distribution, called the skew-normal-Cauchy (SNC) distribution by Nadarajah and Kotz (2003). A stochastic representation is obtained which allows alternative ...
An extension of the half-normal distribution
(SPRINGERNEW YORK, 2012)
In this paper we introduce a new distribution, namely, the slashed half-normal distribution and it can be seen as an extension of the half-normal distribution. It is shown that the resulting distribution has more kurtosis ...
Do higher moments really matter in portfolio choice?
(Escola de Pós-Graduação em Economia da FGV, 2004-12-01)
We present explicit formulas for evaluating the difference between Markowitz weights and those from optimal portfolios, with the same given return, considering either asymmetry or kurtosis. We prove that, whenever the ...
Slashed Generalized Rayleigh Distribution
(Taylor & Francis IncPhiladelphia, 2017)
Robust modeling using the generalized epsilon-skew-t distribution
(TAYLOR & FRANCIS LTD, 2012)
Slashed Moment Exponential Distribution
(ATLANTIS PRESS, 2017)