Singular extended skew-elliptical distributions
From MaRDI portal
Publication:2510039
DOI10.1016/j.jkss.2008.04.004zbMath1293.62030MaRDI QIDQ2510039
José A. Díaz-García, Graciela M. González-Farías
Publication date: 31 July 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2008.04.004
linear transformation; Hausdorff measure; singular distribution; distribution of the residuals; extended skew-distribution; singular matrix variate distribution
Related Items
Portfolio separation properties of the skew-elliptical distributions, with generalizations, On singular elliptical models
Cites Work
- Singular random matrix decompositions: distributions
- Inverse Wishart distributions based on singular elliptically contoured distributions
- Formulation and estimation of stochastic frontier production function models
- On singular Wishart and singular multivariate beta distributions
- Wishart and pseudo-Wishart distributions and some applications to shape theory
- Proof of the conjectures of H. Uhlig on the singular multivariate beta and the Jacobian of a certain matrix transformation
- Singular random matrix decompositions: Jacobians
- A note about measures and Jacobians of singular random matrices
- Distribution of the generalised inverse of a random matrix and its applications
- Statistical Applications of the Multivariate Skew Normal Distribution
- The multivariate skew-normal distribution
- A new class of multivariate skew distributions with applications to bayesian regression models
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- The Skew-normal Distribution and Related Multivariate Families*
- Linear Statistical Inference and its Applications
- A general class of multivariate skew-elliptical distributions
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item