Some properties of skew-symmetric distributions

DOI10.1007/S10463-011-0338-5zbMATH Open1253.62038arXiv1012.4710OpenAlexW2060153592MaRDI QIDQ1925999FDOQ1925999

Authors: Adelchi Azzalini, G. Regoli 

Publication date: 27 December 2012

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

Abstract: The family of skew-symmetric distributions is a wide set of probability density functions obtained by combining in a suitable form a few components which are selectable quite freely provided some simple requirements are satisfied. Intense recent work has produced several results for specific sub-families of this construction, but much less is known in general terms. The present paper explores some questions within this framework, and provides conditions on the above-mentioned components to ensure that the final distribution enjoys specific properties.

Full work available at URL: https://arxiv.org/abs/1012.4710

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zbMATH Keywords

stochastic orderinglog-concavityunimodalitypeakednesscentral symmetryquasi-concavitystrong unimodality

Mathematics Subject Classification ID

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

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Cited In (34)

• A new class of symmetric distributions including the elliptically symmetric logistic
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• An overview on the progeny of the skew-normal family -- a personal perspective
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• The effect of the skewing distribution on skew-symmetric families
• A fresh Take on ‘Barker Dynamics’ for MCMC
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• Flexible Class of Skew-Symmetric Distributions
• Statistical properties of a skew product with a curve of neutral points
• On Families of Distributions with Shape Parameters
• Some skew-symmetric distributions which include the bimodal ones
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• On symmetry-modulated distributions: revisiting an old result and a step further
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