A note on the direction maximizing skewness in multivariate skew-t vectors

DOI10.1016/J.SPL.2014.10.014MaRDI QIDQ2339573zbMATH OpenOpenAlexFDO

Authors Jorge M. Arevalillo, Hilario Navarro

Publication date 1 April 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.10.014

zbMATH Keywords

multivariate skew-normal distributionmultivariate skew-t distributionscale mixturesskewness maximization

Mathematics Subject Classification ID

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

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Cites work

• A family of kurtosis orderings for multivariate distributions
• A general class of multivariate skew-elliptical distributions
• A study of the effect of kurtosis on discriminant analysis under elliptical populations
• Bounds for the ratio of two gamma functions: from Wendel's asymptotic relation to Elezović-Giordano-Pečarić's theorem
• Canonical transformations of skew-normal variates
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• On Wallis' Formula
• Statistical Applications of the Multivariate Skew Normal Distribution

Cited in

(10)

• Skewness-based projection pursuit: a computational approach
• Generalized skew-elliptical distributions are closed under affine transformations
• Data projections by skewness maximization under scale mixtures of skew-normal vectors
• A stochastic ordering based on the canonical transformation of skew-normal vectors
• New insights on the multivariate skew exponential power distribution
• The maximal direction of any nth order moment
• Moments of scale mixtures of skew-normal distributions and their quadratic forms
• Skewness and kurtosis projection pursuit for the multivariate extended skew-normal and skew-student distributions
• On the fourth cumulant tensor in projection pursuit for a flexible class of skewed models
• Tensor eigenvectors for projection pursuit

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