A multivariate skew normal distribution.
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Cites work
- Correlation curves: Measures of association as functions of covariate values
- Expressing the normal distribution with covariance matrix A + B in terms of one with covariance matrix A
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- scientific article; zbMATH DE number 3707574 (Why is no real title available?)
- Moments of skew-normal random vectors and their quadratic forms
- Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
- Statistical Applications of the Multivariate Skew Normal Distribution
- The multivariate skew-normal distribution
Cited in
(only showing first 100 items - show all)- Distribution of quadratic forms under skew normal settings
- Analysis of multivariate skew normal models with incomplete data
- A Bayesian interpretation of the multivariate skew-normal distribution.
- Kalman filter variants in the closed skew normal setting
- Maximum likelihood estimation of the revenue function system with output-specific technical efficiency
- Comparative study and sensitivity analysis of skewed spatial processes
- The joint projected normal and skew-normal: a distribution for poly-cylindrical data
- Endogeneity in panel data stochastic frontier model with determinants of persistent and transient inefficiency
- Definition and probabilistic properties of skew-distributions.
- Sampling distributions of skew normal populations associated with closed skew normal distributions
- A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation
- Approximate pairwise likelihood inference in SGLM models with skew normal latent variables
- A closed-form filter for binary time series
- Bayesian robustness in change point analysis
- Some properties of the unified skew-normal distribution
- New bivariate and multivariate log-normal distributions as models for insurance data
- A new robust class of skew elliptical distributions
- The skew normal multivariate risk measurement framework
- A panel frontier system model with good and bad outputs and endogenous treatment decision
- Multivariate inverse Gaussian and skew-normal densities
- Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
- An accept-reject algorithm for the positive multivariate normal distribution
- Estimation and inference for dependence in multivariate data
- The multivariate alpha skew Gaussian distribution
- A skew-normal dynamic linear model and Bayesian forecasting
- On some properties of the unified skew normal distribution
- Variance-mean mixture of the multivariate skew normal distribution
- Bayesian robustness under a skew-normal class of prior distribution
- Consistent estimation of the fixed effects stochastic frontier model
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- Quadratic forms of multivariate skew normal-symmetric distributions
- A novel multivariate generalized skew-normal distribution with two parameters \(\mathrm{BGSN}_{n,m}(\lambda_{1}, \lambda_{2})\)
- Skewed bivariate models and nonparametric estimation for the CTE risk measure
- Maximum likelihood estimation for multivariate skew normal mixture models
- A new construction for skew multivariate distributions
- On fundamental skew distributions
- Model-based clustering and classification with non-normal mixture distributions
- Generalized skew-Cauchy distribution
- Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
- Moments and quadratic forms of matrix variate skew normal distributions
- Lower convex order bound approximations for sums of log-skew normal random variables
- The skew-normal and related families. With the collaboration of Antonella Capitanio.
- The inverse problem of multivariate and matrix-variate skew normal distributions
- Marginal estimation of parameter driven binomial time series models
- A derivation of the multivariate singular skew-normal density function
- On the multivariate skew-normal-Cauchy distribution
- scientific article; zbMATH DE number 3858203 (Why is no real title available?)
- On the multivariate skew-normal distribution and its scale mixtures
- On the Unification of Families of Skew-normal Distributions
- A note on regions of given probability of the extended skew-normal distribution
- On matrix variate skew-normal distributions
- Conditionally specified multivariate skewed distributions
- Density expansions based on the multivariate skew normal distribution
- On the bivariate skew-normal and log-skew-normal distributions
- On mixtures of skew normal and skew t-distributions
- Mixtures of skewed Kalman filters
- Distribution of matrix quadratic forms under skew-normal settings
- Statistical Applications of the Multivariate Skew Normal Distribution
- The multivariate skew-normal distribution
- Asymptotic normality of posterior distributions for generalized linear mixed models
- A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families
- Multivariate geometric skew-normal distribution
- Locally optimal test of normality against skew-normality
- A new generalisation of Sam-Solai's multivariate normal distribution
- The decomposition of quadratic forms under matrix variate skew-normal distribution
- Longitudinal data analysis in the presence of informative sampling: weighted distribution or joint modelling
- A new family of multivariate skew slash distribution
- Shrinkage estimation of location parameters in a multivariate skew-normal distribution
- Necessary sample sizes for specified closeness and confidence of matched data under the skew normal setting
- Stochastic modelling with randomized Markov bridges
- Neyman-Scott process with skew-normal clusters
- Skew-normal factor analysis models with incomplete data
- Statistical topology and the random interstellar medium
- Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution
- The design of \(\bar{X}\) and \(R\) control charts for skew normal distributed data
- A New Fatigue Life Model Based on the Family of Skew-Elliptical Distributions
- Geometric representations of multivariate skewed elliptically contoured distributions
- On some sampling distributions for skew-normal population
- A parametric test for trend based on moving order statistics
- On parametrization of multivariate skew-normal distribution
- A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis
- The Skew-Normal Distribution on the Simplex
- A New Spatial Skew-Normal Random Field Model
- A multivariate two-factor skew model
- The Skew-normal Distribution and Related Multivariate Families*
- The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
- Bayesian analysis of multivariate stochastic volatility with skew return distribution
- Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions
- A general class of multivariate skew-elliptical distributions
- Model-based clustering via mixtures of unrestricted skew normal factor analyzers with complete and incomplete data
- Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results
- Multivariate Birnbaum-Saunders distribution based on a skewed distribution and associated EM-estimation
- Bayesian spatial prediction for discrete closed skew Gaussian random field
- A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables
- Regression analysis using order statistics
- Conjugacy properties of multivariate unified skew-elliptical distributions
- A new class of multivariate skew-normal distributions with multimodal features
- Conjugacy and approximation properties of skew-symmetric distributions in statistical inference
- Finite mixtures of multivariate skew tail-inflated normal distributions
- Time series based on random process of unbounded asymmetric normal distribution
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