The multivariate skew-slash distribution |
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| Affiliation: | 1. School of Mathematics and Statistics, Nanjing Audit University, Nanjing, 210029, China;2. School of Economics and Management, Southeast University, Nanjing, 210096, China;3. Faculty of Mathematics and Informatics, Vilnius University, Naugarduko 24, Vilnius LT-03225, Lithuania;4. Institute of Mathematics and Informatics, Vilnius University, Akademijos 4, Vilnius LT-08663, Lithuania;1. School of Mathematical Sciences, University College Dublin, Ireland;2. INSIGHT: The National Centre for Big Data Analytics, University College Dublin, Ireland;3. Department of Mathematics and Statistics, McMaster University, Hamilton, Ontario, Canada;4. Department of Statistics, Athens University of Economics and Business, Greece;1. School of Mathematics and Statistics, Beijing Institute of Technology, Beijing, China;2. School of Science, Hebei University of Science and Technology, Shijiazhuang, China;3. Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, OH, USA |
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| Abstract: | The slash distribution is often used as a challenging distribution for a statistical procedure. In this article, we define a skewed version of the slash distribution in the multivariate setting and derive several of its properties. The multivariate skew-slash distribution is shown to be easy to simulate from and can therefore be used in simulation studies. We provide various examples for illustration. |
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