On the Unification of Families of Skew-normal Distributions
From MaRDI portal
Publication:3440889
DOI10.1111/J.1467-9469.2006.00503.XzbMath1117.62051OpenAlexW1969902605MaRDI QIDQ3440889
Adelchi Azzalini, Reinaldo B. Arellano-Valle
Publication date: 29 May 2007
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2006.00503.x
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
Related Items (only showing first 100 items - show all)
Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors ⋮ Skew-normal/independent linear mixed models for censored responses with applications to HIV viral loads ⋮ A unified view on skewed distributions arising from selections ⋮ Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors ⋮ Bayesian analysis of generalized linear mixed models with spatial correlated and unrestricted skew normal errors ⋮ The new unified representation of multivariate skewed distributions ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ A Matching Prior for the Shape Parameter of the Skew-Normal Distribution ⋮ A class of rectangle-screened multivariate normal distributions and its applications ⋮ A proposed mechanism for skewing symmetric distributions ⋮ Nonlinear regression using order statistics from the multivariate generalized hyperbolic distributions ⋮ Skew-normal generalized spatial panel data model ⋮ On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions ⋮ A Vecchia approximation for high-dimensional Gaussian cumulative distribution functions arising from spatial data ⋮ Neyman-Scott process with skew-normal clusters ⋮ Tractable Bayes of Skew-Elliptical Link Models for Correlated Binary Data ⋮ Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions ⋮ Time series models based on the unrestricted skew-normal process ⋮ Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results ⋮ Measurement error in linear regression models with fat tails and skewed errors ⋮ On the Stationary Marginal Distributions of Subclasses of Multivariate Setar Processes of Order One ⋮ Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions ⋮ A multivariate skew-normal-Tukey-\(h\) distribution ⋮ Models for Extremal Dependence Derived from Skew-symmetric Families ⋮ Exact Bayesian Inference in Spatiotemporal Cox Processes Driven by Multivariate Gaussian Processes ⋮ A skew-normal factor model for the analysis of student satisfaction towards university courses ⋮ Moments of scale mixtures of skew-normal distributions and their quadratic forms ⋮ Unnamed Item ⋮ Scalable inference for space‐time Gaussian Cox processes ⋮ Segmental modeling of changing immunologic response for CD4 data with skewness, missingness and dropout ⋮ Discussion ⋮ Skew-normal factor analysis models with incomplete data ⋮ Bayesian spatial prediction of skew and censored data via a hybrid algorithm ⋮ Optimal network design for Bayesian spatial prediction of multivariate non-Gaussian environmental data ⋮ Bayesian variable selection approach to a Bernstein polynomial regression model with stochastic constraints ⋮ Bayesian modeling of university first-year students' grades after placement test ⋮ Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution ⋮ Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-t distributions ⋮ Flexible Modelling via Multivariate Skew Distributions ⋮ A class of weighted multivariate distributions related to doubly truncated multivariate t-distribution ⋮ A Bayesian Approach to Joint Mixed-Effects Models with a Skew-Normal Distribution and Measurement Errors in Covariates ⋮ A new generalized Balakrishnan type skewed–normal distribution: properties and associated inference ⋮ Unnamed Item ⋮ A Class of Multivariate Bilateral SelectiontDistributions and Its Properties ⋮ Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution ⋮ Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions ⋮ Locally optimal test of normality against skew-normality ⋮ A Heckman Selection-tModel ⋮ Regression via order statistics and their concomitants ⋮ Change Point Detection in The Skew-Normal Model Parameters ⋮ Multivariate log-skewed distributions with normal kernel and their applications ⋮ Comparison of Mixed-Effects Models for Skew-Normal Responses with an Application to AIDS Data: A Bayesian Approach ⋮ Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” ⋮ Skewed factor models using selection mechanisms ⋮ Some multivariate singular unified skew-normal distributions and their application ⋮ The Skew-normal Distribution and Related Multivariate Families* ⋮ Multivariate skew-normal at linear mixed models for multi-outcome longitudinal data ⋮ Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions ⋮ Bayesian measurement error models using finite mixtures of scale mixtures of skew-normal distributions ⋮ Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities ⋮ A study of generalized skew-normal distribution ⋮ Inference in flexible families of distributions with normal kernel ⋮ Selected singular-generalized-hyperbolic distributions with applications to order statistics and reliability ⋮ On some exact distributions in ranked set sampling ⋮ Nonparametric Mixtures Based on Skew-normal Distributions: An Application to Density Estimation ⋮ Best Linear Classification Rule for Multivariate Interval Screened Data ⋮ On Parametrization of Multivariate Skew-Normal Distribution ⋮ Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics ⋮ On Bivariate Order Statistics from Elliptical Distributions ⋮ Some properties of the unified skew-normal distribution ⋮ A dynamic linear model with extended skew-normal for the initial distribution of the state parameter ⋮ Bayesian nonparametric location-scale-shape mixtures ⋮ The distribution of cross sectional momentum returns ⋮ Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models ⋮ Multivariate skew normal-based stochastic frontier models ⋮ Modeling skewed spatial data using a convolution of Gaussian and log-Gaussian processes ⋮ Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions ⋮ A derivation of the multivariate singular skew-normal density function ⋮ On the multivariate skew-normal-Cauchy distribution ⋮ On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution ⋮ On the existence of some skew-Gaussian random field models ⋮ Skewing around: relationships among classes of skewed distributions ⋮ A new robust class of skew elliptical distributions ⋮ Partial identification in the statistical matching problem ⋮ Family of mean-mixtures of multivariate normal distributions: properties, inference and assessment of multivariate skewness ⋮ Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering ⋮ On mixtures of skew normal and skew \(t\)-distributions ⋮ Mixtures of skewed Kalman filters ⋮ Multivariate measurement error models using finite mixtures of skew-Student \(t\) distributions ⋮ A note on the parameterization of multivariate skewed-normal distributions ⋮ On Bayesian estimation of regression models subject to uncertainty about functional constraints ⋮ Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results ⋮ Generalized kernel-based inverse regression methods for sufficient dimension reduction ⋮ Kullback-Leibler divergence measure for multivariate skew-normal distributions ⋮ Inference and further probabilistic properties of the \(\mathrm{SUN}_{n,2}\)-distribution ⋮ Expressions for moments of order statistics and records from the skew-normal distribution in terms of multivariate normal orthant probabilities
Uses Software
Cites Work
- Unnamed Item
- A Bayesian interpretation of the multivariate skew-normal distribution.
- A multivariate skew normal distribution.
- Definition and probabilistic properties of skew-distributions.
- Additive properties of skew normal random vectors
- On some characterizations of the \(t\)-distribution
- On fundamental skew distributions
- Statistical Applications of the Multivariate Skew Normal Distribution
- The multivariate skew-normal distribution
- Graphical models for skew‐normal variates
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- The Skew-normal Distribution and Related Multivariate Families*
- A general class of multivariate skew-elliptical distributions
This page was built for publication: On the Unification of Families of Skew-normal Distributions
