Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1148991 | Journal of Statistical Planning and Inference | 2006 | 12 Pages |
Abstract
The slash distribution is often used as a challenging distribution for a statistical procedure. In this article, we define a skewed version of the slash distribution in the multivariate setting and derive several of its properties. The multivariate skew-slash distribution is shown to be easy to simulate from and can therefore be used in simulation studies. We provide various examples for illustration.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Jing Wang, Marc G. Genton,