Marginal replacement in multivariate densities, with application to skewing spherically symmetric distributions

DOI10.1006/JMVA.2001.1993MaRDI QIDQ1604620zbMATH OpenOpenAlexFDO

Authors M. C. Jones

Publication date 8 July 2002

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.2001.1993

zbMATH Keywords

skew normal distributiontransformationmultivariate \(t\) distributionmultivariate beta distributionskew \(t\) distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites work

• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• A Skew Extension of the T-Distribution, with Applications
• Dependence function for continuous bivariate densities
• Miscellanea. The local dependence function
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution

Cited in

(15)

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• Dependent models for observations which include angular ones
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• scientific article; zbMATH DE number 2204346 (Why is no real title available?)
• A class of models for uncorrelated random variables
• Families of distributions arising from distributions of order statistics
• scientific article; zbMATH DE number 7387545 (Why is no real title available?)
• A possibly asymmetric multivariate generalization of the Möbius distribution for directional data
• Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution

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