Some properties of skew-symmetric distributions
From MaRDI portal
Publication:1925999
DOI10.1007/S10463-011-0338-5zbMATH Open1253.62038arXiv1012.4710OpenAlexW2060153592MaRDI QIDQ1925999FDOQ1925999
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
stochastic orderinglog-concavityunimodalitypeakednesscentral symmetryquasi-concavitystrong unimodality
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Statistical Applications of the Multivariate Skew Normal Distribution
- 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
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Flexible Class of Skew-Symmetric Distributions
- Definition and probabilistic properties of skew-distributions.
- Inequalities: theory of majorization and its applications
- On Random Variables with Comparable Peakedness
- Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
- Consistency property of elliptical probability density functions
- Hidden truncation models
- Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions
- Some moment relationships for skew-symmetric distributions
- Some moment relationships for multivariate skew-symmetric distributions
Cited In (26)
- A new class of symmetric distributions including the elliptically symmetric logistic
- On the canonical form of scale mixtures of skew-normal distributions
- Title not available (Why is that?)
- 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
- A fresh Take on ‘Barker Dynamics’ for MCMC
- Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions
- Reverse stress testing in skew-elliptical models
- An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings
- Stochastic ordering of medians in exchangeable trivariate normal vectors
- Parametric models for distributions when interest is in extremes with an application to daily temperature
- Some Skew-Symmetric Distributions Which Include the Bimodal Ones
- On Parametrization of Multivariate Skew-Normal Distribution
- A flexible generalization of the skew normal distribution based on a weighted normal distribution
- Some properties of the unified skew-normal distribution
- Multivariate likelihood ratio order for skew-symmetric distributions with a common kernel
- A family of skew distributions with mode-invariance through transformation of scale
- Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering
- Statistical properties of a skew product with a curve of neutral points
- On Families of Distributions with Shape Parameters
- Modulation of symmetry for discrete variables and some extensions
- On symmetry-modulated distributions: revisiting an old result and a step further
- New insights on the multivariate skew exponential power distribution
- Skew-symmetric circular distributions and their structural properties
- Computational methods applied to a skewed generalized normal family
- A stochastic ordering based on the canonical transformation of skew-normal vectors
Uses Software
Recommendations
- Title not available (Why is that?) 👍 👎
- Flexible Class of Skew-Symmetric Distributions 👍 👎
- Some skew symmetric inverse reflected distributions 👍 👎
- Some moment relationships for skew-symmetric distributions 👍 👎
- Some moment properties of skew-symmetric circular distributions 👍 👎
- A new class of skew-symmetric distributions and related families 👍 👎
- Some properties of the unified skew-normal distribution 👍 👎
- Some Skew-Symmetric Reflected Distributions 👍 👎
This page was built for publication: Some properties of skew-symmetric distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1925999)
