Flexible univariate and multivariate models based on hidden truncation

DOI10.1016/J.JSPI.2009.05.013zbMath1172.60304OpenAlexW2084746768MaRDI QIDQ840723

Barry C. Arnold

Publication date: 14 September 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.013

zbMATH Keywords

Pareto distributionskew-normal distributionmultivariate normalweighted distributionconditional specificationexponential conditionalsnormal conditionals

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (10)

Preservation of failure rate function shape in weighted distributions ⋮ Multiple constraint and truncated skew models ⋮ On the hidden truncated bivariate Pareto (IV) model and associated inferential issues ⋮ Statistical Topology and the Random Interstellar Medium ⋮ Joint Modelling of Repeated Measurements and Time-to-Event Outcomes: Flexible Model Specification and Exact Likelihood Inference ⋮ Some reliability properties of bivariate cumulative residual Tsallis entropy ⋮ Some properties of the bivariate lognormal distribution for reliability applications ⋮ A general stochastic model for bivariate episodes driven by a gamma sequence ⋮ A joint model for multiple dynamic processes and clinical endpoints: application to Alzheimer's disease ⋮ On the extended two-parameter generalized skew-normal distribution

Uses Software

• sn

Cites Work

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• Conditional specification of statistical models.
• On fundamental skew distributions
• Skewing around: relationships among classes of skewed distributions
• A New Class of Skew-Normal Distributions
• Bivariate Distributions With Exponential Conditionals
• Stochastic Frontier Analysis
• A unified view on skewed distributions arising from selections
• The Skew-normal Distribution and Related Multivariate Families*

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