On Some Bivariate Extensions of the Folded Normal and the Folded-T Distributions

In this paper two new bivariate distributions are defined and studied. They are two-variate versions of the folded normal distribution (Leone et al. 1961) and the folded t distribution (Psarakis and Panaretos 1990). They both arise in the context of evaluating the predictive behaviour of two competing linear models with the aim to select the one that leads to predictions closer to the actual value of the dependent variable

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Year of publication:	2001
Authors:	Psarakis, Stelios ; Panaretos, John
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Folded normal \| Folded-t distribution \| Model selection

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Notes:	Published in Journal of Applied Statistical Science 2.10(2001): pp. 119-136
Classification:	C1 - Econometric and Statistical Methods: General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005623402