A parametric regression framework for the skew sinh-arcsinh t distribution
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DOI: 10.1016/j.apm.2020.08.036
Abstract: Abstract On the basis of an interesting and tractable parametric family of distributions, which figures prominently as an empirical model for asymmetric and heavy-tailed data, we introduce a novel parametric regression model that is quite… read more here.
Keywords: parametric regression; skew sinh; regression; regression framework ... See more keywords