The multivariate skew-slash t and skew-slash Cauchy distributions

Article type: Research Article

Authors: Punathumparambath, Bindu^{; *}

Affiliations: Department of Statistics, St. Thomas College, Pala, Kerala, India

Correspondence: [*] Corresponding author: Department of Statistics, St. Thomas College, Pala, Kerala, India. Tel.: +99 47217775; E-mail: ppbindukannan@gmail.com.

Abstract: The slash distributions are flexible distributions that can take skewness and heavy tails into account. In this article we define skewed versions of multivariate slash t distribution and multivariate slash Cauchy distribution. These distributions belong to the multivariate skew-slash elliptical family. We explore various tractable properties of these distributions. Finally, we illustrate the application of the skew-slash t distribution.

Keywords: Skew Cauchy distribution, skew-slash Cauchy distribution, skew-slash t distribution, skew-t distribution

DOI: 10.3233/MAS-2011-0199

Journal: Model Assisted Statistics and Applications, vol. 7, no. 1, pp. 33-40, 2012