On describing multivariate skewed distributions: A directional approach

DOI10.1002/CJS.5550340304zbMATH Open1104.62061OpenAlexW1983905108MaRDI QIDQ3417682FDOQ3417682

Authors: José T. A. S. Ferreira, M. F. J. Steel 

Publication date: 30 January 2007

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.5550340304

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zbMATH Keywords

multivariate regressionBayes factorsprior elicitationprior matching

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Statistical Applications of the Multivariate Skew Normal Distribution
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• Title not available (Why is that?)
• What is Projection Pursuit?
• A new class of multivariate skew distributions with applications to bayesian regression models
• Invariant tests for multivariate normality: A critical review
• The multivariate skew-normal distribution
• Measures of multivariate skewness and kurtosis with applications
• Descriptive statistics for multivariate distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
• Modelling Directional Dispersion through Hyperspherical Log-Splines

Cited In (4)

• Independent Factor Autoregressive Conditional Density Model
• A Constructive Representation of Univariate Skewed Distributions
• A note on the direction maximizing skewness in multivariate skew-t vectors
• A possibly asymmetric multivariate generalization of the Möbius distribution for directional data

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