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A Study Of Non-Central Skew T Distributions And Their Applications In Data Analysis And Change Point Detection, Abeer Hasan
A Study Of Non-Central Skew T Distributions And Their Applications In Data Analysis And Change Point Detection, Abeer Hasan
Abeer Hasan
Over the past three decades there has been a growing interest in searching for distribution
families that are suitable to analyze skewed data with excess kurtosis. The search started
by numerous papers on the skew normal distribution. Multivariate t distributions started to
catch attention shortly after the development of the multivariate skew normal distribution.
Many researchers proposed alternative methods to generalize the univariate t distribution to
the multivariate case. Recently, skew t distribution started to become popular in research.
Skew t distributions provide more exibility and better ability to accommodate long-tailed
data than skew normal distributions.
In this dissertation, a new …