期刊论文详细信息
Symmetry | |
Comparison and Classification of Flexible Distributions for Multivariate Skew and Heavy-Tailed Data | |
Slađana Babić1  Christophe Ley1  David Veredas2  | |
[1] Department of Applied Mathematics, Computer Science and Statistics, Ghent University, B-9000 Gent, Belgium;Vlerick Business School, B-1210 Brussels, Belgium; | |
关键词: copulas; elliptical symmetry; multi-tail distributions; skew-elliptical distributions; skewness; transformation approach; | |
DOI : 10.3390/sym11101216 | |
来源: DOAJ |
【 摘 要 】
We present, compare and classify popular families of flexible multivariate distributions. Our classification is based on the type of symmetry (spherical, elliptical, central symmetry or asymmetry) and the tail behaviour (a single tail weight parameter or multiple tail weight parameters). We compare the families both theoretically (relevant properties and distinctive features) and with a Monte Carlo study (comparing the fitting abilities in finite samples).
【 授权许可】
Unknown