Inferential Aspects of the Skew Exponential Power Distribution
偏斜指数幂分布的统计推断
When the analysis of real data indicates that normality assumptions are untenable, more flexible models that cope with the most prevalent deviations from normality can be adopted. In this context, the skew exponential power (SEP) distribution warrants special attention, because it encompasses distributions having both heavy tails and skewness, it allows likelihood inference, and it includes the normal model as a special case. This article concerns likelihood inference about…