Marginal replacement in multivariate densities, with application to skewing spherically symmetric distributions

DOI10.1006/JMVA.2001.1993zbMath0998.60016OpenAlexW1990341311MaRDI QIDQ1604620

M. C. Jones

Publication date: 8 July 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.1993

zbMATH Keywords

transformationmultivariate beta distributionskew normal distributionmultivariate \(t\) distributionskew \(t\) distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (13)

Multitude of multivariatet-distributions ⋮ Families of distributions arising from distributions of order statistics ⋮ Unnamed Item ⋮ The multivariate slash and skew-slash Student \(t\) distributions ⋮ Dependent models for observations which include angular ones ⋮ Multivariate distributions defined in terms of contours ⋮ A possibly asymmetric multivariate generalization of the Möbius distribution for directional data ⋮ A Class of Goodness-of-fit Tests Based on Transformation ⋮ A class of models for uncorrelated random variables ⋮ Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution ⋮ Rejoinder: ``The \(t\) family and their close and distant relations ⋮ On a generalization of the Laplace approximation ⋮ The Möbius distribution on the disc

Cites Work

• Dependence function for continuous bivariate densities
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• Miscellanea. The local dependence function
• A Skew Extension of the T-Distribution, with Applications
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• Unnamed Item
• Unnamed Item
• Unnamed Item

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