On bilateral selection <textbox>t

详细信息    查看全文

• 作者：Hea-Jung Kim
• 关键词：Bilateral selection style=""text-decoration ; none ; color ; black"" href=""/science?_ob=MathURL&_method=retrieve&_udi=B8JG6-4V1FC1G-1&_mathId=mml14&_user=10&_cdi=43662&_pii=S1226319208000951&_rdoc=11&_issn=12263192&_acct=C000050221&_versio
• 刊名：Journal of the Korean Statistical Society
• 出版年：2009
• 出版时间：June 2009
• 年：2009
• 卷：38
• 期：2
• 页码：145-155
• 全文大小：807 K

文摘

This paper proposes a class of bilateral selection t models that is associated with the centrally truncated bivariate Student-t distributions. The class, especially useful for modeling inequality constrained parameter problems, is obtained from the nontruncated marginal of the centrally truncated bivariate Student-t distributions. The class of distributions, possibly bimodal, strictly includes univariate Student-t distribution, but with extra parameters to regulate perturbation of the symmetry. A probabilistic representation of the class is also available. Utilizing the representation, variety of properties of the class are studied and the perturbation of the symmetry is investigated in terms of skewness. These developments are followed by practical applications.