Letter to the Editor: ‘On Quantile-based Asymmetric Family of Distributions: Properties and Inference’ |
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Authors: | Francisco J Rubio Alvarez |
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Institution: | King's College London, London, UK |
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Abstract: | We show that the family of asymmetric distributions studied in a recent publication in the International Statistical Review is equivalent to the family of two-piece distributions. Moreover, we show that the location-scale asymmetric family proposed in that publication is non-identifiable (overparameterised), and it coincides with the family of two-piece distributions after removing the redundant parameters. |
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Keywords: | Asymmetry double two-piece distributions identifiability reparameterisation two-piece distributions |
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