A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families

DOI10.1016/J.JMVA.2014.07.007zbMATH Open1360.62251OpenAlexW2097381289MaRDI QIDQ458633FDOQ458633

Authors Subhajit Dutta, Marc G. Genton

Publication date 8 October 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2014.07.007

zbMATH Keywords

skewed distributionshalf-normal distributionsymmetric distributionssign functiondistribution of products of random variables

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• The multivariate skew-normal distribution
• scientific article; zbMATH DE number 2147954
• A note on Gaussian distributions in \(\mathbb R^n\)
• A multivariate skew normal distribution.
• scientific article; zbMATH DE number 6539633

Cites work

• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 1082253 (Why is no real title available?)
• scientific article; zbMATH DE number 2174552 (Why is no real title available?)
• scientific article; zbMATH DE number 1868631 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• scientific article; zbMATH DE number 3103175 (Why is no real title available?)
• A Generalization of Shapiro–Wilk's Test for Multivariate Normality
• A new test for multivariate normality
• A unified view on skewed distributions arising from selections
• An Appraisal and Bibliography of Tests for Multivariate Normality
• An introduction to copulas.
• An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators
• Conditionally specified distributions: An introduction. (With comments and a rejoinder).
• Definition and probabilistic properties of skew-distributions.
• Measures of multivariate skewness and kurtosis with applications
• Nonparametric Identification of Copula Structures
• On a set of almost deterministic k-independent random variables
• The Folded Normal Distribution: Two Methods of Estimating Parameters from Moments
• The multivariate skew-normal distribution
• The random projection method in goodness of fit for functional data
• The skew-normal and related families. With the collaboration of Antonella Capitanio.

Cited in

(9)

• Conformal vector fields on statistical manifolds
• Are You All Normal? It Depends!
• A note on inconsistent families of discrete multivariate distributions
• Sub-dimensional Mardia measures of multivariate skewness and kurtosis
• A note on Gaussian distributions in \(\mathbb R^n\)
• On the geometric structure ofsome statistical manifolds
• A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers
• On some counter examples of the bivariate and multivariate normal distributions: A brief survey
• Model selection using union-intersection principle for non nested models

Describes a project that uses

Uses Software

• sn
• mvShapiroTest

This page was built for publication: A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q458633)