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

DOI10.1016/j.spl.2014.10.014zbMath1396.60015OpenAlexW1982245091MaRDI QIDQ2339573

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 distributionscale mixturesmultivariate skew-t distributionskewness maximization

Mathematics Subject Classification ID

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

Related Items

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, New insights on the multivariate skew exponential power distribution, Moments of scale mixtures of skew-normal distributions and their quadratic forms, A stochastic ordering based on the canonical transformation of skew-normal vectors

Uses Software

• sn

Cites Work

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