Authors

• R. Farnoosh
• N. Nematollahi
• Z. Rahnamaei
• A. Hajrajabi

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

• Heavy tailed distributions
• scale mixture distributions
• skew-elliptical distributions
• slash distribution