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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Cited In (only showing first 100 items - show all)
- 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
- A formulation for continuous mixtures of multivariate normal distributions
- Skew-normal-Cauchy linear mixed models
- Some properties of the unified skew-normal distribution
- Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities
- On relative skewness for multivariate distributions
- A theory for non-linear prediction approach in the presence of vague variables: with application to BMI monitoring
- Concomitants of multivariate order statistics from multivariate elliptical distributions
- A closed-form filter for binary time series
- Conditional specification of statistical models: classical models, new developments and challenges
- \(L\)-statistics from multivariate unified skew-elliptical distributions
- A two-piece normal measurement error model
- On the exact joint distribution of a linear combination of order statistics and their concomitants in an exchangeable multivariate normal distribution
- Locally optimal test of normality against skew-normality
- Some multivariate singular unified skew-normal distributions and their application
- A unified framework for closed-form nonparametric regression, classification, preference and mixed problems with skew Gaussian processes
- Multivariate skew-normal at linear mixed models for multi-outcome longitudinal data
- Comparative study and sensitivity analysis of skewed spatial processes
- Nonlinear regression using order statistics from the multivariate generalized hyperbolic distributions
- Regression via order statistics and their concomitants
- Skew Gaussian processes for classification
- Moments of scale mixtures of skew-normal distributions and their quadratic forms
- Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution
- Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions
- A study of geometric and statistical curvatures for the skew-normal family of distributions
- Multivariate skew normal-based stochastic frontier models
- Nonparametric mixtures based on skew-normal distributions: an application to density estimation
- Skew-normal factor analysis models with incomplete data
- A new robust class of skew elliptical distributions
- Penalized maximum likelihood method to a class of skewness data analysis
- An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals
- 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
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