Publicación:
On connections between skewed, weighted and distorted distributions: applications to model extreme value distributions

dc.contributor.authorNavarro, Jorge
dc.contributor.authorMartín Arevalillo, Jorge
dc.date.accessioned2025-03-18T12:30:00Z
dc.date.available2025-03-18T12:30:00Z
dc.date.issued2023-08-05
dc.descriptionThe 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
dc.description.abstractThe 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.en
dc.description.versionversión final
dc.identifier.citationNavarro, 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
dc.identifier.doihttps://doi.org/10.1007/s11749-023-00874-x
dc.identifier.issn1133-0686 | ISSN-e: 1863-8260
dc.identifier.urihttps://hdl.handle.net/20.500.14468/26309
dc.journal.issue4
dc.journal.titleTEST
dc.journal.volume32
dc.language.isoen
dc.page.final1335
dc.page.initial1307
dc.publisherSpringer
dc.relation.centerFacultad de Ciencias
dc.relation.departmentEstadística, Investigación Operativa y Cálculo Numérico
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/deed.es
dc.subject.keywordsskewnessen
dc.subject.keywordsdistortionsen
dc.subject.keywordsorder statisticsen
dc.subject.keywordscopulaen
dc.titleOn connections between skewed, weighted and distorted distributions: applications to model extreme value distributionsen
dc.typeartículoes
dc.typejournal articleen
dspace.entity.typePublication
relation.isAuthorOfPublicationea1c092a-eceb-49c8-abb7-d4d52f53930a
relation.isAuthorOfPublication.latestForDiscoveryea1c092a-eceb-49c8-abb7-d4d52f53930a
Archivos
Bloque original
Mostrando 1 - 1 de 1
Cargando...
Miniatura
Nombre:
Martin_Arevalillo_Jorge_Skewed_Weighted_Disto.pdf
Tamaño:
3.94 MB
Formato:
Adobe Portable Document Format
Bloque de licencias
Mostrando 1 - 1 de 1
No hay miniatura disponible
Nombre:
license.txt
Tamaño:
3.62 KB
Formato:
Item-specific license agreed to upon submission
Descripción: