A stochastic ordering based on the canonical transformation of skew-normal vectors

DOI10.1007/s11749-018-0583-5zbMath1456.60046OpenAlexW2799862380WikidataQ129868334 ScholiaQ129868334MaRDI QIDQ2273162

Jorge M. Arevalillo, Hilario Navarro

Publication date: 18 September 2019

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-018-0583-5

zbMATH Keywords

canonical transformationskew-normal distributionconvex transform order

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (2)

Data projections by skewness maximization under scale mixtures of skew-normal vectors ⋮ New insights on the multivariate skew exponential power distribution

Uses Software

• psych
• sn
• MaxSkew

Cites Work

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