On Parametrization of Multivariate Skew-Normal Distribution

DOI10.1080/03610926.2012.760277zbMath1320.60059OpenAlexW2074513243MaRDI QIDQ5265874

Anne Selart, Meelis Käärik, Ene Käärik

Publication date: 29 July 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.760277

zbMATH Keywords

multivariate skew-normal distributiongeometrical interpretationparametrization of skew-normal distributionstandardized skew-normal distribution

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items

A Skew‐normal copula‐driven GLMM, Moving average and autoregressive correlation structures under multivariate skew normality, Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution

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