Flexible Class of Skew-Symmetric Distributions

DOI10.1111/j.1467-9469.2004.03_007.xzbMath1063.62079MaRDI QIDQ4677107

Marc G. Genton, Yanyuan Ma

Publication date: 20 May 2005

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

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/207

zbMATH Keywords

skewness; skew-normal; generalized skew-elliptical distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62F12: Asymptotic properties of parametric estimators

62H05: Characterization and structure theory for multivariate probability distributions; copulas

60E05: Probability distributions: general theory

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A unified view on skewed distributions arising from selections, Extreme Value Distributions for the Skew-Symmetric Family of Distributions, A class of weighted normal distributions and its variants useful for inequality constrained analysis, The Skew-normal Distribution and Related Multivariate Families*, On a class of two-piece skew-normal distributions, Three-step estimation in linear mixed models with skew-\(t\) distributions, The multivariate skew-slash distribution, Distributions with Generalized Skewed Conditionals and Mixtures of Such Distributions

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