Publicación: On connections between skewed, weighted and distorted distributions: applications to model extreme value distributions
Fecha
2023-08-05
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Derechos de acceso
info:eu-repo/semantics/openAccess
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Springer
Resumen
The purpose of the paper is to explore the connections between skew symmetric, weighted and distorted univariate distributions as well as how they appear related to the distributions of the extreme values in a sample of identically distributed random variables under both the independence and dependence scenarios. Some extensions of the concept of skewed distributions are proposed in order to cover the most general cases of extremes. Their natural connections to the likelihood ratio ordering and the role played by the P–P plots for handling these models are also highlighted. The results can also be applied to order statistics and coherent systems although these cases do not always lead to skewed distributions. The theoretical findings are illustrated by applied examples to model extremes as well as by several applications concerned with the analysis of artificial and real data.
Descripción
The registered version of this article, first published in “TEST, vol. 32, 2023", is available online at the publisher's website: Springer, https://doi.org/10.1007/s11749-023-00874-x
La versión registrada de este artículo, publicado por primera vez en “TEST, vol. 32, 2023", está disponible en línea en el sitio web del editor: Springer, https://doi.org/10.1007/s11749-023-00874-x
Categorías UNESCO
Palabras clave
skewness, distortions, order statistics, copula
Citación
Navarro, J., Arevalillo, J.M. On connections between skewed, weighted and distorted distributions: applications to model extreme value distributions. TEST 32, 1307–1335 (2023). https://doi.org/10.1007/s11749-023-00874-x
Centro
Facultad de Ciencias
Departamento
Estadística, Investigación Operativa y Cálculo Numérico