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skew-elliptical distribution of copula related random variables
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نویسنده
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arad f. ,sheikhi a.
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منبع
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هفتمين سمينار نظريه مفصل و كاربردهاي آن - 1401 - دوره : 7 - هفتمین سمینار نظریه مفصل و کاربردهای آن - کد همایش: 01221-31141 - صفحه:0 -0
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چکیده
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In this article, we introduce a generalization of the skew distributions when the random variables are associated to a copula. considering two gaussian-copula and t-copula, we present a generalisation of skew-normal as well as skew-t distributions. we investigate the performance of our proposed distributions using a simulation study.
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کلیدواژه
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skew-normal distribution ,skew-t distribution ,copula function ,gaussian-copula function ,student s t-copula function.
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آدرس
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, iran, , iran
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پست الکترونیکی
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sheikhy:a@uk.ac.ir
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Authors
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