Canonical transformations of skew-normal variates
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Cites work
- A general class of multivariate skew-elliptical distributions
- A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function
- A new class of multivariate skew distributions with applications to bayesian regression models
- A test for the hypothesis of skew-normality in a population
- Cluster Identification Using Projections
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data
- scientific article; zbMATH DE number 3930122 (Why is no real title available?)
- scientific article; zbMATH DE number 41813 (Why is no real title available?)
- scientific article; zbMATH DE number 2171896 (Why is no real title available?)
- scientific article; zbMATH DE number 2174552 (Why is no real title available?)
- IMPROVED MINIMAX ESTIMATOR OF COVARIANCE WHEN ADDITIONAL INFORMATION IS AVAILABLE ON SOME COORDINATES
- Limit distributions for measures of multivariate skewness and kurtosis based on projections
- Measures of multivariate skewness and kurtosis with applications
- Problems of inference for Azzalini's skewnormal distribution
- Quadratic forms in skew normal variates
- 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
- Tail probabilities of the maxima of multilinear forms and their applications.
- The multivariate skew-normal distribution
- The Skew-normal Distribution and Related Multivariate Families*
- Two statistics for testing for multivariate normality
Cited in
(24)- Skewness-based projection pursuit: a computational approach
- Generalized skew-elliptical distributions are closed under affine transformations
- Linear transformations to symmetry
- Data projections by skewness maximization under scale mixtures of skew-normal vectors
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
- A stochastic ordering based on the canonical transformation of skew-normal vectors
- A note on the coefficients of elliptical random variables
- A note on the direction maximizing skewness in multivariate skew-t vectors
- New insights on the multivariate skew exponential power distribution
- A derivation of the multivariate singular skew-normal density function
- On the multivariate skew-normal-Cauchy distribution
- A new kurtosis matrix, with statistical applications
- Testing for normality when the sampled distribution is extended skew-normal
- Third cumulant for multivariate aggregate claim models
- Skew-normal distribution in the multivariate null intercept measurement error model
- Self-consistency and a generalized principal subspace theorem
- On the independence of singular multivariate skew-normal sub-vectors
- Heat-flow transformation of a probability distribution
- On parametrization of multivariate skew-normal distribution
- Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions
- On the canonical form of scale mixtures of skew-normal distributions
- Optimal portfolio projections for skew-elliptically distributed portfolio returns
- On the fourth cumulant tensor in projection pursuit for a flexible class of skewed models
- Tensor eigenvectors for projection pursuit
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