Selection models under generalized symmetry settings

DOI10.1007/S10463-011-0328-7zbMATH Open1253.62037OpenAlexW2011757888MaRDI QIDQ1925998FDOQ1925998

Authors Adelchi Azzalini

Publication date 27 December 2012

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

Full work available at URL https://arxiv.org/abs/0912.5303

zbMATH Keywords

symmetrygamma distributionskew-normal distributionssymmetric functionsprobability integral transformcentral symmetryskew-symmetric distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Abstract: An active stream of literature has followed up the idea of skew-elliptical densities initiated by Azzalini and Capitanio (1999). Their original formulation was based on a general lemma which is however of broader applicability than usually perceived. This note examines new directions of its use, and illustrates them with the construction of some probability distributions falling outside the family of the so-called skew-symmetric densities.

Recommendations

• Some skew-symmetric models
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• The Skew-normal Distribution and Related Multivariate Families*
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Some properties of skew-symmetric distributions

Cites work

• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• scientific article; zbMATH DE number 2148842 (Why is no real title available?)
• scientific article; zbMATH DE number 2174552 (Why is no real title available?)
• A general class of multivariate skew-elliptical distributions
• A unified view on skewed distributions arising from selections
• Conditionally specified multivariate skewed distributions
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Generalized skew-elliptical distributions and their quadratic forms
• Statistical Applications of the Multivariate Skew Normal Distribution
• The Skew-normal Distribution and Related Multivariate Families*
• The multivariate skew-normal distribution

Cited in

(9)

• $\mathrm {SL}(n)$-contravariant $L_p$-Minkowski valuations
• A general setting for symmetric distributions and their relationship to general distributions
• Univariate continuous distributions: symmetries and transformations
• On bilateral selection \(t\) model and its application to inequality constrained problems
• The work of Fernando de Helguero on non-normality arising from selection
• Modulation of symmetry for discrete variables and some extensions
• On symmetry-modulated distributions: revisiting an old result and a step further
• Asymmetric selection indices
• An overview on the progeny of the skew-normal family -- a personal perspective

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