A Family of Skew-Slash Distributions and Estimation of its Parameters via an EM Algorithm

Authors

Abstract

Abstract. In this paper, a family of skew-slash distributions is defined and investigated. We define the new family by the scale mixture of a skew-elliptically distributed random variable with the power of a uniform random variable. This family of distributions contains slash-elliptical and skew-slash distributions. We obtain the moments and some distributional properties of the new family of distributions. In the special case of slash skew-t distribution, an EM-type algorithm is presented to estimate the parameters. Some applications are provided for illustrations.

Keywords

Volume 12, Issue 2
October 2013
Pages 271-292
  • Receive Date: 23 July 2022
  • Revise Date: 25 May 2024
  • Accept Date: 23 July 2022