An alternative skew exponential power distribution formulation
Sign Up to like & getrecommendations! Published in 2019 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2018.1473600
Abstract: Abstract In this note we propose a newly formulated skew exponential power distribution that behaves substantially better than previously defined versions. This new model performs very well in terms of the large sample behavior of… read more here.
Keywords: skew exponential; power; alternative skew; power distribution ... See more keywords
A Mixture Autoregressive Model Based on an Asymmetric Exponential Power Distribution
Sign Up to like & getrecommendations! Published in 2023 at "Axioms"
DOI: 10.3390/axioms12020196
Abstract: In nonlinear time series analysis, the mixture autoregressive model (MAR) is an effective statistical tool to capture the multimodality of data. However, the traditional methods usually need to assume that the error follows a specific… read more here.
Keywords: exponential power; asymmetric exponential; model; distribution ... See more keywords