Statistical Applications of the Multivariate Skew Normal Distribution

DOI10.1111/1467-9868.00194zbMath0924.62050arXiv0911.2093OpenAlexW2120860882MaRDI QIDQ4266837

Adelchi Azzalini, Antonella Capitanio, Antonella Capitanio

Publication date: 9 November 1999

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/0911.2093

zbMATH Keywords

quadratic formselliptical distributionsskewnessskew normal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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