The Skew-normal Distribution and Related Multivariate Families*

DOI10.1111/j.1467-9469.2005.00426.xzbMath1091.62046WikidataQ56657721 ScholiaQ56657721MaRDI QIDQ5467688

Adelchi Azzalini

Publication date: 24 May 2006

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

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2005.00426.x

zbMATH Keywords

graphical model; skew-elliptical distribution; stochastic frontier model; selective sampling; hidden truncation model; flexible parametric family

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H12: Estimation in multivariate analysis

62F10: Point estimation

62E15: Exact distribution theory in statistics

Related Items

A unified view on skewed distributions arising from selections, A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis, Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data, Likelihood-Based Inference for Multivariate Skew-Normal Regression Models, A New Spatial Skew-Normal Random Field Model, Skew binary regression with measurement errors, Generalized skew-normal models: properties and inference, The centred parametrization for the multivariate skew-normal distribution, A class of weighted multivariate normal distributions and its properties, Some moment relationships for multivariate skew-symmetric distributions, A note on scale mixtures of skew normal distribution, Shape mixtures of multivariate skew-normal distributions, Bayesian modeling using a class of bimodal skew-elliptical distributions, Building asymmetry into circular distributions, Infinite divisibility of skew Gaussian and Laplace laws, Some moment relationships for skew-symmetric distributions, Multivariate skew-normal distributions with applications in insurance, Skewed bivariate models and nonparametric estimation for the CTE risk measure, A test for the hypothesis of skew-normality in a population, On the Unification of Families of Skew-normal Distributions, TR Multivariate Conditional Median Estimation, Inference and local influence assessment in skew-normal null intercept measurement error model, On matrix variate skew-normal distributions

Uses Software

• sn

Cites Work

• Formulation and estimation of stochastic frontier production function models
• Local Bahadur efficiency of some goodness-of-fit tests under skew alternatives.
• Characterization of distributional forms for compositional data and associated distributional tests
• A Bayesian prediction using the skew Gaussian distribution.
• Skewed distributions generated by the normal kernel.
• Moments of random vectors with skew \(t\) distribution and their quadratic forms.
• A Bayesian interpretation of the multivariate skew-normal distribution.
• The skew elliptical distributions and their quadratic forms.
• The skew-Cauchy distribution
• Statistical implications of selectively reported inferential results
• Quadratic forms in skew normal variates
• Definition and probabilistic properties of skew-distributions.
• Additive properties of skew normal random vectors
• On the Unification of Families of Skew-normal Distributions
• Statistical Applications of the Multivariate Skew Normal Distribution
• Convex linear combinations of compositions
• The multivariate skew-normal distribution
• Graphical models for skew‐normal variates
• Problems of inference for Azzalini's skewnormal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Flexible Class of Skew-Symmetric Distributions
• Some Skewed Multivariate Distributions
• Inferential Aspects of the Skew Exponential Power Distribution
• Moments of skew-normal random vectors and their quadratic forms
• A general class of multivariate skew-elliptical distributions
• Quadratic forms for skew-normal random vectors
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item