Details

Autor(en) / Beteiligte

• Gijbels, Irène
• Karim, Rezaul
• Verhasselt, Anneleen

Titel

On Quantile‐based Asymmetric Family of Distributions: Properties and Inference

Ist Teil von

• International statistical review, 2019-12, Vol.87 (3), p.471-504

Ort / Verlag

Hoboken: John Wiley & Sons, Inc

Erscheinungsjahr

2019

Quelle

Wiley Online Library

Beschreibungen/Notizen

• Summary In this paper, we provide a detailed study of a general family of asymmetric densities. In the general framework, we establish expressions for important characteristics of the distributions and discuss estimation of the parameters via method‐of‐moments as well as maximum likelihood estimation. Asymptotic normality results for the estimators are provided. The results under the general framework are then applied to some specific examples of asymmetric densities. The use of the asymmetric densities is illustrated in a real‐data analysis.