On the Unification of Families of Skew-normal Distributions

DOI10.1111/J.1467-9469.2006.00503.XzbMATH Open1117.62051OpenAlexW1969902605MaRDI QIDQ3440889FDOQ3440889

Authors: Reinaldo B. Arellano-Valle, Adelchi Azzalini 

Publication date: 29 May 2007

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2006.00503.x

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zbMATH Keywords

momentsGaussian distributionskew-elliptical distributionunified skew-normal family

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Statistical Applications of the Multivariate Skew Normal Distribution
• Graphical models for skew‐normal variates
• Title not available (Why is that?)
• The Skew-normal Distribution and Related Multivariate Families*
• A general class of multivariate skew-elliptical distributions
• On fundamental skew distributions
• The multivariate skew-normal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• A Bayesian interpretation of the multivariate skew-normal distribution.
• A multivariate skew normal distribution.
• Definition and probabilistic properties of skew-distributions.
• Additive properties of skew normal random vectors
• On some characterizations of the \(t\)-distribution

Cited In (only showing first 100 items - show all)

• Mixtures of skewed Kalman filters
• Multivariate measurement error models using finite mixtures of skew-Student \(t\) distributions
• A study of generalized skew-normal distribution
• Estimation of parameters of the unified skew normal distribution using the method of weighted moments
• Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
• Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-\(t\) distributions
• On Bayesian estimation of regression models subject to uncertainty about functional constraints
• Bayesian measurement error models using finite mixtures of scale mixtures of skew-normal distributions
• A Heckman selection-\(t\) model
• A note on scale mixtures of skew normal distribution
• Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors
• Title not available (Why is that?)
• An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators
• An overview on the progeny of the skew-normal family -- a personal perspective
• Recurrence relations for bivariate \(t\) and extended skew-\(t\) distributions and an application to order statistics from bivariate \(t\)
• Scale and shape mixtures of multivariate skew-normal distributions
• A class of weighted multivariate normal distributions and its properties
• Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution
• Bayesian nonparametric location-scale-shape mixtures
• Periodic autoregressive models with closed skew-normal innovations
• On the existence of some skew-normal stationary processes
• Marginal distributions of random vectors generated by affine transformations of independent two-piece normal variables
• Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574
• Shannon entropy and mutual information for multivariate skew-elliptical distributions
• Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models
• Multivariate unified skew-elliptical distributions
• Semiparametric stochastic frontier models for clustered data
• A derivation of the multivariate singular skew-normal density function
• On the multivariate skew-normal-Cauchy distribution
• Supervised learning of multivariate skew normal mixture models with missing information
• Models for extremal dependence derived from skew-symmetric families
• On the information matrix of the multivariate skew-\(t\) model
• Distribution of linear combinations of unordered and ordered components of an elliptical random vector
• Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
• Exact distribution of a linear combination of a variable and order statistics from the other two variables of a trivariate elliptical random vector as a mixture of skew-elliptical distributions
• Skew-normal/independent linear mixed models for censored responses with applications to HIV viral loads
• On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions
• On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions
• A skew-normal factor model for the analysis of student satisfaction towards university courses
• Geometric approach to the skewed normal distribution
• Multivariate mixture modeling using skew-normal independent distributions
• Bayesian spatial prediction of skew and censored data via a hybrid algorithm
• The centred parametrization for the multivariate skew-normal distribution
• On some properties of the unified skew normal distribution
• Exact Bayesian Inference in Spatiotemporal Cox Processes Driven by Multivariate Gaussian Processes
• A prospective combination of phase II and phase III in drug development
• Modelling conditional heteroskedasticity and skewness using the skew-normal distribution
• Selection bias in linear mixed models
• A Bayesian Approach to Joint Mixed-Effects Models with a Skew-Normal Distribution and Measurement Errors in Covariates
• Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation
• Skew distributions generated from different families
• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
• A note on the parameterization of multivariate skewed-normal distributions
• A class of rectangle-screened multivariate normal distributions and its applications
• Characteristic functions of scale mixtures of multivariate skew-normal distributions
• Concomitants of order statistics from multivariate elliptical distributions
• A unified view on skewed distributions arising from selections
• Kullback-Leibler divergence measure for multivariate skew-normal distributions
• The Skew-normal Distribution and Related Multivariate Families*
• Multivariate extended skew-\(t\) distributions and related families
• A matching prior for the shape parameter of the skew-normal distribution
• On the independence of singular multivariate skew-normal sub-vectors
• On mixtures of skew normal and skew \(t\)-distributions
• Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results
• Geometric representations of multivariate skewed elliptically contoured distributions
• Regression analysis using order statistics
• Estimation of autoregressive models with epsilon-skew-normal innovations
• Analysis of multivariate skew normal models with incomplete data
• Model-based clustering and classification with non-normal mixture distributions
• Extending mixtures of factor models using the restricted multivariate skew-normal distribution
• Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution
• Shape mixtures of multivariate skew-normal distributions
• Maximum distributions for \(l_{2,p}\)-symmetric vectors are skewed \(l_{1,p}\)-symmetric distributions
• Skewed factor models using selection mechanisms
• An alternative matrix skew-normal random matrix and some properties
• Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering
• Bayesian robustness under a skew-normal class of prior distribution
• Cumulative prospect theory with generalized hyperbolic skewed \(t\) distribution
• A flexible class of parametric distributions for Bayesian linear mixed models
• Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework
• Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions
• Prediction in a trivariate normal distribution via a linear combination of order statistics
• Flexible Modelling via Multivariate Skew Distributions
• Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions
• A dynamic linear model with extended skew-normal for the initial distribution of the state parameter
• The distribution of cross sectional momentum returns
• Modeling skewed spatial data using a convolution of Gaussian and log-Gaussian processes
• On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution
• On the existence of some skew-Gaussian random field models
• Mean mixtures of normal distributions: properties, inference and application
• Expressions for moments of order statistics and records from the skew-normal distribution in terms of multivariate normal orthant probabilities
• Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution
• The new unified representation of multivariate skewed distributions
• Change Point Detection in The Skew-Normal Model Parameters
• Partial identification in the statistical matching problem
• Time series models based on the unrestricted skew-normal process
• Skewing around: relationships among classes of skewed distributions
• A proposed mechanism for skewing symmetric distributions
• Bayesian modeling of university first-year students' grades after placement test
• Inference and further probabilistic properties of the \(\mathrm{SUN}_{n,2}\)-distribution

Uses Software

• sn

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