DOI10.1111/1467-9868.00391zbMath1065.62094arXiv0911.2342OpenAlexW3121736584MaRDI QIDQ4665862
Adelchi Azzalini, Antonella Capitanio
Publication date: 11 April 2005
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0911.2342
On nomenclature for, and the relative merits of, two formulations of skew distributions ⋮
Extremal properties of the skew-\(t\) distribution ⋮
A general setting for symmetric distributions and their relationship to general distributions ⋮
Matrix exponential GARCH ⋮
Generalized Weibull-Lindley (GWL) distribution in modeling lifetime data ⋮
A flexible factor analysis based on the class of mean-mixture of normal distributions ⋮
A new skew logistic distribution: properties and applications ⋮
Comment on ``On nomenclature, and the relative merits of two formulations of skew distributions by A. Azzalini, R. Browne, M. Genton, and P. 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Appraisal for Ireland by methods for observational studies ⋮ Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation ⋮ Skew-normal distribution in the multivariate null intercept measurement error model ⋮ Noncentral matrix quadratic forms of the skew elliptical variables ⋮ Multivariate extended skew-\(t\) distributions and related families ⋮ On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models ⋮ Modelling conditional heteroskedasticity and skewness using the skew-normal distribution ⋮ Some moment properties of skew-symmetric circular distributions ⋮ Invariance-based estimating equations for skew-symmetric distributions ⋮ On the information matrix of the multivariate skew-\(t\) model ⋮ Testing serial independence via density-based measures of divergence ⋮ The centred parametrization for the multivariate skew-normal distribution ⋮ Location-scale mixture of skew-elliptical distributions: looking at the robust modeling ⋮ Nonlinear regression models under skew scale mixtures of normal distributions ⋮ Bayesian estimation of a skew-Student-\(t\) stochastic volatility model ⋮ A robust factor analysis model using the restricted skew-\(t\) distribution ⋮ Depth-based runs tests for bivariate central symmetry ⋮ The multivariate slash and skew-slash Student \(t\) distributions ⋮ R-estimation in semiparametric dynamic location-scale models ⋮ A note on scale mixtures of skew normal distribution ⋮ On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions ⋮ An alternative multivariate skew-slash distribution ⋮ A note on skew-elliptical distributions and linear functions of order statistics ⋮ Asymptotic robustness study of the polychoric correlation estimation ⋮ A Bayesian approach to bandwidth selection for multivariate kernel density estimation ⋮ Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels ⋮ Copulas with maximum entropy ⋮ A robust multivariate measurement error model with skew-normal/independent distributions and Bayesian MCMC implementation ⋮ Skew scale mixtures of normal distributions: properties and estimation ⋮ Modeling skew-symmetric distributions using B-spline and penalties ⋮ Characteristic functions of scale mixtures of multivariate skew-normal distributions ⋮ Linear quantile mixed models ⋮ Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions ⋮ A proof for the existence of multivariate singular generalized skew-elliptical density functions ⋮ Multivariate mixture modeling using skew-normal independent distributions ⋮ Robust mixture modeling based on scale mixtures of skew-normal distributions ⋮ Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective ⋮ Maximum likelihood parameter estimation for the multivariate skew-slash distribution ⋮ A generalized asymmetric Student-\(t\) distribution with application to financial econometrics ⋮ Robust tests for heteroskedasticity in the one-way error components model ⋮ Bimodal skew-symmetric normal distribution ⋮ A general class of scale-shape mixtures of skew-normal distributions: properties and estimation ⋮ A generalized skew two-piece skew-elliptical distribution ⋮ Flexible mixture modeling via the multivariate \(t\) distribution with the Box-Cox transformation: an alternative to the skew-\(t\) distribution ⋮ Maximum likelihood inference for mixtures of skew Student-\(t\)-normal distributions through practical EM-type algorithms ⋮ On-line changepoint detection and parameter estimation with application to genomic data ⋮ Mixed-effects Tobit joint models for longitudinal data with skewness, detection limits, and measurement errors ⋮ Vulnerable growth in the euro area: measuring the financial conditions ⋮ Robust kernels for kernel density estimation ⋮ Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm ⋮ Improved \(U\)-tests for variance components in one-way random effects models ⋮ Moments of truncated scale mixtures of skew-normal distributions ⋮ On a bimodal Birnbaum-Saunders distribution with applications to lifetime data ⋮ Model-based clustering and classification with non-normal mixture distributions ⋮ Jointly modeling time-to-event and longitudinal data: a Bayesian approach ⋮ Minimum Hellinger distance based inference for scalar skew-normal and skew-\(t\) distributions
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