Conditionally specified multivariate skewed distributions

zbMATH Open1192.60039MaRDI QIDQ3580340FDOQ3580340

Authors: Barry C. Arnold, José María Sarabia 

Publication date: 12 August 2010

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zbMATH Keywords

functional equationsLaplaceCauchylogistichidden truncationnormal conditionalsskewed normal density

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Applications of statistics to economics (62P20) Inequalities; stochastic orderings (60E15)

Cited In (22)

• Multivariate distributions defined in terms of contours
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• The multivariate alpha-power model
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• Bimodal extension based on the skew-\(t\)-normal distribution
• Flexible univariate and multivariate models based on hidden truncation
• A general setting for symmetric distributions and their relationship to general distributions
• The skew-Cauchy distribution
• A robust multivariate Birnbaum-Saunders distribution: EM estimation
• A new bivariate Birnbaum-Saunders type distribution based on the skew generalized normal model
• New bivariate and multivariate log-normal distributions as models for insurance data
• Selection models under generalized symmetry settings
• Skewness-based projection pursuit: a computational approach
• Multivariate Birnbaum-Saunders distribution based on a skewed distribution and associated EM-estimation
• Conditional specification of statistical models: classical models, new developments and challenges
• Multivariate Birnbaum-Saunders distribution: properties and associated inference
• Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
• The Skew-normal Distribution and Related Multivariate Families*
• Title not available (Why is that?)
• Distributions with Generalized Skewed Conditionals and Mixtures of Such Distributions
• Variations on the classical multivariate normal theme

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