A constructive representation of univariate skewed distributions
成果类型：
Article
署名作者：
Ferreira, Jose T. A. S.; Steel, Mark F. J.
署名单位：
University of Warwick
刊物名称：
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
ISSN/ISSBN：
0162-1459
DOI：
10.1198/016214505000001212
发表日期：
2006
页码：
823-829
关键词：
摘要：
We introduce a general perspective on the introduction of skewness into symmetric distributions. Through inverse probability integral transformations we provide a constructive representation of skewed distributions, where the skewing mechanism and the original symmetric distributions are specified separately. We study the effects of the skewing mechanism on, e.g., modality, tail behavior and the amount of skewness generated. The representation is used to introduce novel classes of skewed distributions, where we induce certain prespecified characteristics through particular choices of the skewing mechanism. Finally, we use a Bayesian linear regression framework to compare the new classes with some existing distributions in the context of two empirical examples.
来源URL：