On parametrization of multivariate skew-normal distribution

DOI10.1080/03610926.2012.760277zbMATH Open1320.60059OpenAlexW2074513243MaRDI QIDQ5265874FDOQ5265874

Authors: Meelis Käärik, Anne Selart, Ene Käärik 

Publication date: 29 July 2015

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.760277

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zbMATH Keywords

geometrical interpretationmultivariate skew-normal distributionparametrization of skew-normal distributionstandardized skew-normal distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15)

Cites Work

• Statistical Applications of the Multivariate Skew Normal Distribution
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• A new class of multivariate skew distributions with applications to bayesian regression models
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• A note on the parameterization of multivariate skewed-normal distributions
• Moments of skew-normal random vectors and their quadratic forms
• Canonical transformations of skew-normal variates
• The centred parametrization for the multivariate skew-normal distribution
• Modeling maxima of longitudinal contralateral observations
• Skewing around: relationships among classes of skewed distributions

Cited In (10)

• On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions
• The inverse problem of multivariate and matrix-variate skew normal distributions
• Parameter estimation for univariate Skew-Normal distribution based on the modified empirical characteristic function
• Moving average and autoregressive correlation structures under multivariate skew normality
• Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution
• The centred parametrization for the multivariate skew-normal distribution
• Title not available (Why is that?)
• A note on the parameterization of multivariate skewed-normal distributions
• A Skew‐normal copula‐driven GLMM
• Multivariate skew-normal generalized hyperbolic distribution and its properties

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