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

DOI10.1006/JMVA.2001.1993zbMATH Open0998.60016OpenAlexW1990341311MaRDI QIDQ1604620FDOQ1604620

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cites Work

• Statistical Applications of the Multivariate Skew Normal Distribution
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
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• The multivariate skew-normal distribution
• A Skew Extension of the T-Distribution, with Applications
• Dependence function for continuous bivariate densities
• Miscellanea. The local dependence function

Cited In (15)

• Dependent models for observations which include angular ones
• Multivariate distributions defined in terms of contours
• Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
• The Möbius distribution on the disc
• A class of goodness-of-fit tests based on transformation
• Marginal distributions of random vectors generated by affine transformations of independent two-piece normal variables
• A class of models for uncorrelated random variables
• Families of distributions arising from distributions of order statistics
• On a generalization of the Laplace approximation
• The multivariate slash and skew-slash Student \(t\) distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Multitude of multivariatet-distributions
• A possibly asymmetric multivariate generalization of the Möbius distribution for directional data
• Rejoinder: ``The \(t\) family and their close and distant relations

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