Geometric approach to the skewed normal distribution

DOI10.1016/J.JSPI.2012.06.009zbMATH Open1348.60017OpenAlexW2008539209MaRDI QIDQ451210FDOQ451210

Authors Thomas Günzel, Wolf-Dieter Richter, Stefan Scheutzow, Kay Schicker, John Venz 

Publication date 21 September 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2012.06.009

zbMATH Keywords

intersection percentage functiongeometric measure representationmethod of indivisiblesskewed elliptical distributionskewed normal distributionstochastic representations

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

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Cites work

• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 60562 (Why is no real title available?)
• scientific article; zbMATH DE number 2174552 (Why is no real title available?)
• A general class of multivariate skew-elliptical distributions
• A unified view on skewed distributions arising from selections
• Continuous \(l_{n,p}\)-symmetric distributions
• Laplace-Gauß integrals, Gaussian measure asymptotic behaviour and probabilities of moderate deviations
• Linear combinations, products and ratios of simplicial or spherical variates
• Multivariate unified skew-elliptical distributions
• On the Unification of Families of Skew-normal Distributions

Cited in

(10)

• Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables
• On \((p_{1},\dots,p_{k})\)-spherical distributions
• The Skew-Normal Distribution on the Simplex
• Geometric skew normal distribution
• Exact distributions of order statistics of dependent random variables from \(l_{n,p}\)-symmetric sample distributions, \(n\in\{3,4\}\)
• Exact extreme value, product, and ratio distributions under non-standard assumptions
• Exact distributions of order statistics from \(l_{n,p}\)-symmetric sample distributions
• Geometric representations of multivariate skewed elliptically contoured distributions
• A study of geometric and statistical curvatures for the skew-normal family of distributions
• Geometric disintegration and star-shaped distributions

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