A class of multivariate skew-normal models

DOI10.1007/BF02530547zbMath1056.62064MaRDI QIDQ1768129

Arjun K. Gupta, John T. Chen

Publication date: 14 March 2005

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

quadratic formstochastic representationmoment generating functionskewnessmultivariate normal distributionHelmert matrix

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites Work

• Unnamed Item
• Formulation and estimation of stochastic frontier production function models
• Some skew-symmetric models
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• On the sample characterization criterion for normal distributions
• GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
• A Correlation Model Useful in the Study of Twins
• Moments of skew-normal random vectors and their quadratic forms

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