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On Quantile‐based Asymmetric Family of Distributions: Properties and Inference
International Statistical Review ( IF 2 ) Pub Date : 2019-05-10 , DOI: 10.1111/insr.12324
Irène Gijbels 1 , Rezaul Karim 1, 2 , Anneleen Verhasselt 2
Affiliation  

In this paper, we provide a detailed study of a general family of asymmetric densities. In the general framework, we establish expressions for important characteristics of the distributions and discuss estimation of the parameters via method‐of‐moments as well as maximum likelihood estimation. Asymptotic normality results for the estimators are provided. The results under the general framework are then applied to some specific examples of asymmetric densities. The use of the asymmetric densities is illustrated in a real‐data analysis.

中文翻译:

基于分位数的不对称分布族的性质和推断

在本文中,我们提供了有关不对称密度的一般族的详细研究。在通用框架中,我们为分布的重要特征建立表达式,并通过矩量法和最大似然估计讨论参数的估计。提供了估计量的渐近正态性结果。然后,将一般框架下的结果应用于不对称密度的一些特定示例。在实际数据分析中说明了非对称密度的使用。
更新日期:2019-05-10
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