Selection models under generalized symmetry settings

DOI10.1007/S10463-011-0328-7zbMATH Open1253.62037arXiv0912.5303OpenAlexW2011757888MaRDI QIDQ1925998FDOQ1925998

Authors: Adelchi Azzalini 

Publication date: 27 December 2012

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

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.

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

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*
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• Some properties of skew-symmetric distributions

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)

Cites Work

• Statistical Applications of the Multivariate Skew Normal Distribution
• Title not available (Why is that?)
• A unified view on skewed distributions arising from selections
• The Skew-normal Distribution and Related Multivariate Families*
• A general class of multivariate skew-elliptical distributions
• The multivariate skew-normal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Title not available (Why is that?)
• Conditionally specified multivariate skewed distributions
• Title not available (Why is that?)
• Generalized skew-elliptical distributions and their quadratic forms

Cited In (8)

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

Uses Software

• sn

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