A multivariate skew normal distribution.
From MaRDI portal
Publication:1427531
DOI10.1016/S0047-259X(03)00131-3zbMath1036.62043MaRDI QIDQ1427531
Arjun K. Gupta, J. Armando Domínguez-Molina, Graciela M. González-Farías
Publication date: 14 March 2004
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Regression; Moments; Density; Marginal; Contours; Moment generating function; Conditional; Non-normal models
62H10: Multivariate distribution of statistics
62H05: Characterization and structure theory for multivariate probability distributions; copulas
Related Items
A New Fatigue Life Model Based on the Family of Skew-Elliptical Distributions, A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis, A New Spatial Skew-Normal Random Field Model, A multivariate two-factor skew model, Infinite divisibility of skew Gaussian and Laplace laws, Quadratic forms of multivariate skew normal-symmetric distributions, On fundamental skew distributions, Generalized skew-Cauchy distribution, On the Unification of Families of Skew-normal Distributions, On matrix variate skew-normal distributions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Correlation curves: Measures of association as functions of covariate values
- 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
- Expressing the normal distribution with covariance matrix A + B in terms of one with covariance matrix A
- Moments of skew-normal random vectors and their quadratic forms