Your browser does not support JavaScript!

Articles Online First

Generalized Alpha Skew Normal Distribution newdigital
format: Article | STATISTICA & APPLICAZIONI | Online First
Year: 2020
This paper extends the work of Elal-Olivero (2010) on the alpha-skew normal distribution. The extension is a multivariate version of Elal-Olivero’s univariate case. Then we study the statistical properties of the new extension such as marginal and conditional distribution, closure under convolution with normal random variate. Furthermore, we illustrate the performance of the distribution using simulated data obtained from the generalized distribution via the Metropolis-Hasting algorithm...
Free
Density-weighted quantile regression newdigital
format: Article | STATISTICA & APPLICAZIONI | Online First
Year: 2020
This study proposes a new weighted quantile regression method through the introduction of weights based on a recursive estimation of the density function of residuals. The new estimators are strictly related to the quantity quantile method introduced by Radaelli and Zenga in 2006...
Free