On parametrization of multivariate skew-normal distribution

DOI10.1080/03610926.2012.760277MaRDI QIDQ5265874zbMATHOpenAlexFDO

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

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)

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Cites work

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Cited in

(13)

• The centred parametrization for the multivariate skew-normal distribution
• Statistical Applications of the Multivariate Skew Normal Distribution
• Parameter estimation for univariate Skew-Normal distribution based on the modified empirical characteristic function
• On the correlation structures of multivariate skew-normal distribution
• Multivariate geometric skew-normal distribution
• The inverse problem of multivariate and matrix-variate skew normal distributions
• Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution
• Multivariate skew-normal generalized hyperbolic distribution and its properties
• scientific article; zbMATH DE number 4058622 (Why is no real title available?)
• On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions
• A note on the parameterization of multivariate skewed-normal distributions
• Moving average and autoregressive correlation structures under multivariate skew normality
• A Skew‐normal copula‐driven GLMM

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