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A generalised student's t-distribution

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A generalised student's t-distribution. / Papastathopoulos, Ioannis; Tawn, Jonathan Angus.
In: Statistics and Probability Letters, Vol. 83, No. 1, 01.2013, p. 70-77.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Papastathopoulos, I & Tawn, JA 2013, 'A generalised student's t-distribution', Statistics and Probability Letters, vol. 83, no. 1, pp. 70-77. https://doi.org/10.1016/j.spl.2012.09.002

APA

Papastathopoulos, I., & Tawn, J. A. (2013). A generalised student's t-distribution. Statistics and Probability Letters, 83(1), 70-77. https://doi.org/10.1016/j.spl.2012.09.002

Vancouver

Papastathopoulos I, Tawn JA. A generalised student's t-distribution. Statistics and Probability Letters. 2013 Jan;83(1):70-77. Epub 2012 Sept 7. doi: 10.1016/j.spl.2012.09.002

Author

Papastathopoulos, Ioannis ; Tawn, Jonathan Angus. / A generalised student's t-distribution. In: Statistics and Probability Letters. 2013 ; Vol. 83, No. 1. pp. 70-77.

Bibtex

@article{56265baecb8a4f8ab262d96708f8f130,
title = "A generalised student's t-distribution",
abstract = "We introduce a natural extension of the Student{\textquoteright}s tt-distribution that also allows for a negative shape parameter or more commonly referred to as the degrees of freedom of this distribution. This distribution unifies all types of tail decay and allows extra flexibility in the kurtosis of the tt-distribution. We illustrate the use of this distribution with an application to pharmaceutical data.",
keywords = "Generalised t-distribution, Symmetric short-tailed, Shape parameter, Liver toxicity",
author = "Ioannis Papastathopoulos and Tawn, {Jonathan Angus}",
year = "2013",
month = jan,
doi = "10.1016/j.spl.2012.09.002",
language = "English",
volume = "83",
pages = "70--77",
journal = "Statistics and Probability Letters",
issn = "0167-7152",
publisher = "Elsevier",
number = "1",

}

RIS

TY - JOUR

T1 - A generalised student's t-distribution

AU - Papastathopoulos, Ioannis

AU - Tawn, Jonathan Angus

PY - 2013/1

Y1 - 2013/1

N2 - We introduce a natural extension of the Student’s tt-distribution that also allows for a negative shape parameter or more commonly referred to as the degrees of freedom of this distribution. This distribution unifies all types of tail decay and allows extra flexibility in the kurtosis of the tt-distribution. We illustrate the use of this distribution with an application to pharmaceutical data.

AB - We introduce a natural extension of the Student’s tt-distribution that also allows for a negative shape parameter or more commonly referred to as the degrees of freedom of this distribution. This distribution unifies all types of tail decay and allows extra flexibility in the kurtosis of the tt-distribution. We illustrate the use of this distribution with an application to pharmaceutical data.

KW - Generalised t-distribution

KW - Symmetric short-tailed

KW - Shape parameter

KW - Liver toxicity

U2 - 10.1016/j.spl.2012.09.002

DO - 10.1016/j.spl.2012.09.002

M3 - Journal article

VL - 83

SP - 70

EP - 77

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

SN - 0167-7152

IS - 1

ER -