A general class of multivariate skew-elliptical distributions

From MaRDI portal
Publication:5949984

DOI10.1006/jmva.2000.1960zbMath0992.62047OpenAlexW2033076513MaRDI QIDQ5949984

Dey, Dipak K., Márcia D'Elia Branco

Publication date: 19 September 2002

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

Full work available at URL: https://doi.org/10.1006/jmva.2000.1960



Related Items

On simulating Balakrishnan skew-normal variates, A New Class of Skew-Normal Distributions, Robust clustering of multiply censored data via mixtures of \(t\) factor analyzers, Extended generalized skew-elliptical distributions and their moments, A general approach for obtaining wrapped circular distributions via mixtures, On conditional correlations defined by a class of nonlinearly truncated distributions and their applications, Chaotic systems with asymmetric heavy-tailed noise: application to 3D attractors, An ECM Estimation Approach for Analyzing Multivariate Skew-Normal Data with Dropout, Estimation and influence diagnostics for the multivariate linear regression models with skew scale mixtures of normal distributions, Model-based clustering, Robust mixture regression modeling based on scale mixtures of skew-normal distributions, A variational Bayesian approach for inverse problems with skew-\(t\) error distributions, Skew-normal/independent linear mixed models for censored responses with applications to HIV viral loads, Series form of the characteristic functions of scale mixtures of multivariate skew-normal distributions, Simulation of Balakrishnan skew-normal order statistics, Robust Likelihood Methods Based on the Skew-t and Related Distributions, Bayesian analysis for a skew extension of the multivariate null intercept measurement error model, A class of rectangle-screened multivariate normal distributions and its applications, A new robust class of skew elliptical distributions, Expressions for joint moments of elliptical distributions, Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors, Scale mixtures of skew-normal-Cauchy distributions, Maximum likelihood estimation for scale-shape mixtures of flexible generalized skew normal distributions via selection representation, On diagnostics in multivariate measurement error models under asymmetric heavy-tailed distributions, Moment matching adaptive importance sampling with skew-Student proposals, The skew normal multivariate risk measurement framework, Finite mixtures, projection pursuit and tensor rank: a triangulation, Tail densities of skew-elliptical distributions, Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions, Linear orderings of the scale mixtures of the multivariate skew-normal distribution, Flexible Distributions as an Approach to Robustness: The Skew-t Case, Data projections by skewness maximization under scale mixtures of skew-normal vectors, New insights on the multivariate skew exponential power distribution, Bias-corrected estimators of scalar skew normal, Moments of scale mixtures of skew-normal distributions and their quadratic forms, Bayesian skew selection for multivariate models, Regularized multivariate regression models with skew-\(t\) error distributions, Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution, Multivariate skew-normal generalized hyperbolic distribution and its properties, On moments of folded and truncated multivariate Student-\(t\) distributions based on recurrence relations, A robust Birnbaum-Saunders regression model based on asymmetric heavy-tailed distributions, On a transform for modeling skewness, Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-t distributions, An EM Estimation Approach for Analyzing Bivariate Skew Normal Data with Non monotone Missing Values, Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications, Optimal tests for elliptical symmetry: specified and unspecified location, Approximate inferences for nonlinear mixed effects models with scale mixtures of skew-normal distributions, Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models, Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution, A Class of Multivariate Bilateral SelectiontDistributions and Its Properties, A parametric regression framework for the skew sinh-arcsinh \(t\) distribution, Location-scale portfolio selection with factor-recentered skew normal asset returns, Portfolio selection with higher moments, Three-step estimation in linear mixed models with skew-\(t\) distributions, The \(t\) statistic of the skew elliptical distributions, Multivariate skew-normal distributions with applications in insurance, A stochastic ordering based on the canonical transformation of skew-normal vectors, A flexible class of parametric distributions for Bayesian linear mixed models, Sample mean, covariance and \(T^{2}\) statistic of the skew elliptical model, Bayesian sensitivity analysis and model comparison for skew elliptical models, The multivariate alpha skew Gaussian distribution, Finite mixtures of multivariate scale-shape mixtures of skew-normal distributions, Bias prevention of maximum likelihood estimates for scalar skew normal and skew \(t\) distribu\-tions, On the scale mixtures of multivariate skew slash distributions, The \(t\) family and their close and distant relations, Singular extended skew-elliptical distributions, The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution, A class of weighted multivariate elliptical models useful for robust analysis of nonnormal and bimodal data, On a class of symmetric distributions associated with the product of two correlated \(t\) variables, A linear mixed model for analyzing longitudinal skew-normal responses with random dropout, Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models?, Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution, On bivariate transformation of scale distributions, A formulation for continuous mixtures of multivariate normal distributions, On multivariate skewness and kurtosis, Robust mixture modeling based on two-piece scale mixtures of normal family, Bayesian measurement error models using finite mixtures of scale mixtures of skew-normal distributions, Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions, An overview on the progeny of the skew-normal family -- a personal perspective, An overview of skew distributions in model-based clustering, Mean mixtures of normal distributions: properties, inference and application, Properties and Inference for a New Class of Skew-t Distributions, Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution, Testing for the symmetric component in skew distributions, Modelling air pollution data by the skew-normal distribution, On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions, Finite mixtures of multivariate skew Student's \(t\) distributions with independent logistic skewing functions, Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions, A new construction for skew multivariate distributions, Noncentral quadratic forms of the skew elliptical variables, Autoregressive time series analysis of variance with skew normal innovations, On fundamental skew distributions, A note on the direction maximizing skewness in multivariate skew-t vectors, A New Familiy of Skewed Slash Distributions Generated by the Cauchy Kernel, Distortion sensitivity of estimators of location, A generalized two-piece skew normal distribution and some of its properties, The multivariate skew-slash distribution, Skew normal measurement error models, On the Unification of Families of Skew-normal Distributions, A broad class of multivariate distributions for rates and proportions, Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors., On nomenclature for, and the relative merits of, two formulations of skew distributions, Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers, Likelihood-based inference for multivariate skew scale mixtures of normal distributions, Mixtures of skew-\(t\) factor analyzers, Comment on ``On nomenclature, and the relative merits of two formulations of skew distributions by A. Azzalini, R. Browne, M. Genton, and P. McNicholas, Additive properties of skew normal random vectors, Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions, The Balakrishnan skew-normal density, On the multivariate skew-normal-Cauchy distribution, Partial identification in the statistical matching problem, On the computation of multivariate scenario sets for the skew-\(t\) and generalized hyperbolic families, Linking Tukey's legacy to financial risk measurement, Skewness-based projection pursuit: a computational approach, Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering, Objective Bayesian analysis for the multivariate skew-\(t\) model, On mixtures of skew normal and skew \(t\)-distributions, On parameter orthogonality in symmetric and skew models, Selection models under generalized symmetry settings, Some properties of skew-symmetric distributions, Asymptotic distribution of the sum of skew-normal random variables: application in data envelopment analysis, A general skew-\(t\) mixed model that allows different degrees of freedom for random effects and error distributions, Mixtures of skewed Kalman filters, Multivariate measurement error models using finite mixtures of skew-Student \(t\) distributions, Canonical transformations of skew-normal variates, Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results, Local Bahadur efficiency of some goodness-of-fit tests under skew alternatives., Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions, Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions, A general class of univariate skew distributions considering Stein's lemma and infinite divisibility, Skew-elliptical distributions with applications in risk theory, Skew-symmetric distributions and Fisher information -- a tale of two densities, Bayesian analysis of skew-normal independent linear mixed models with heterogeneity in the random-effects population, On a generalized mixture of standard normal and skew normal distributions, Portfolio separation properties of the skew-elliptical distributions, with generalizations, Geometric approach to the skewed normal distribution, A note on bias reduction of maximum likelihood estimates for the scalar skew \(t\) distribution, Bayesian analysis of skew-\(t\) multivariate null intercept measurement error model, A generalized skew two-piece skew-normal distribution, Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: estimation and case influence diagnostics, Moments of random vectors with skew \(t\) distribution and their quadratic forms., The skew elliptical distributions and their quadratic forms., Skew-normal distribution in the multivariate null intercept measurement error model, Likelihood inference of nonlinear models based on a class of flexible skewed distributions, Noncentral matrix quadratic forms of the skew elliptical variables, Shape mixtures of skew-\(t\)-normal distributions: characterizations and estimation, Multivariate extended skew-\(t\) distributions and related families, On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models, On the information matrix of the multivariate skew-\(t\) model, Location-scale mixture of skew-elliptical distributions: looking at the robust modeling, Nonlinear regression models under skew scale mixtures of normal distributions, Bayesian estimation of a skew-Student-\(t\) stochastic volatility model, A robust factor analysis model using the restricted skew-\(t\) distribution, A class of weighted multivariate normal distributions and its properties, Testing for sub-models of the skew \(t\)-distribution, MANOVA for large hypothesis degrees of freedom under non-normality, A note on scale mixtures of skew normal distribution, On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions, Scale and shape mixtures of multivariate skew-normal distributions, A note on skew-elliptical distributions and linear functions of order statistics, Bayesian non-linear regression models with skew-elliptical errors: applications to the classification of longitudinal profiles, A robust Bayesian approach to null intercept measurement error model with application to dental data, Extended skew generalized normal distribution, Skew \(t\) distributions via the sinh-arcsinh transformation, A robust multivariate measurement error model with skew-normal/independent distributions and Bayesian MCMC implementation, Exact distribution of a linear combination of a variable and order statistics from the other two variables of a trivariate elliptical random vector as a mixture of skew-elliptical distributions, Skew scale mixtures of normal distributions: properties and estimation, Modeling skew-symmetric distributions using B-spline and penalties, Tail dependence for two skew \(t\) distributions, On the singularity of multivariate skew-symmetric models, Characteristic functions of scale mixtures of multivariate skew-normal distributions, Characterization of the skew-normal distribution, Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distribu\-tions, Statistical inference for a general class of asymmetric distributions, A new family of life distributions based on the elliptically contoured distributions, A better (Bayesian) interval estimate for within-subject designs, Invariant distributions of the multivariate tests in the skew elliptical model, Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions, A proof for the existence of multivariate singular generalized skew-elliptical density functions, Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution, Multivariate mixture modeling using skew-normal independent distributions, Robust mixture modeling based on scale mixtures of skew-normal distributions, Quadratic forms of refined skew normal models based on stochastic representation, Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective, Nonlinear regression models based on scale mixtures of skew-normal distributions, Distribution of quadratic forms under skew normal settings, A generalized asymmetric Student-\(t\) distribution with application to financial econometrics, Mixtures of generalized hyperbolic distributions and mixtures of skew-\(t\) distributions for model-based clustering with incomplete data, Nonparametric Bayesian modelling using skewed Dirichlet processes, Extensions of saddlepoint-based bootstrap inference, A general class of scale-shape mixtures of skew-normal distributions: properties and estimation, Influence diagnostics for Grubbs's model with asymmetric heavy-tailed distributions, Estimation in nonlinear mixed-effects models using heavy-tailed distributions, Using conditional independence for parsimonious model-based Gaussian clustering, Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm, Moments of truncated scale mixtures of skew-normal distributions, Symmetrical and asymmetrical mixture autoregressive processes, Model-based clustering and classification with non-normal mixture distributions, Minimum Hellinger distance based inference for scalar skew-normal and skew-\(t\) distributions, Definition and probabilistic properties of skew-distributions., Robust tests for scatter separability beyond Gaussianity, Bayesian P-splines applied to semiparametric models with errors following a scale mixture of normals, A stochastic approximation ECME algorithm to semi-parametric scale mixtures of centred skew normal regression models, Fisher information and its extensions based on infinite mixture density functions, Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions, A multivariate skew-normal-Tukey-\(h\) distribution, Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations, Likelihood-based inference for censored linear regression models with scale mixtures of skew-normal distributions, Nonlinear mixed-effects models with scale mixture of skew-normal distributions, Skew-normal Bayesian spatial heterogeneity panel data models, Inference and diagnostics for heteroscedastic nonlinear regression models under skew scale mixtures of normal distributions, Bias-corrected Estimators of Scalar Skew Normal, Inferences on location parameter in multivariate skew-normal family with unknown scale parameter, On a class of two-piece skew-normal distributions, Some Computational Aspects of Maximum Likelihood Estimation of the Skew-t Distribution, A unified view on skewed distributions arising from selections, Linear mixed models based on skew scale mixtures of normal distributions, The new unified representation of multivariate skewed distributions, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Multitude of multivariatet-distributions, A Bayesian approach on the two-piece scale mixtures of normal homoscedastic nonlinear regression models, On some study of skew-t distributions, Estimation of a covariance matrix in multivariate skew-normal distribution, Estimation of stress-strength reliability for the multivariate SGPII distribution, Stein’s Lemma for generalized skew-elliptical random vectors, Simultaneous Bayesian modeling of longitudinal and survival data in breast cancer patients, Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics, Tail variance for Generalized Skew-Elliptical distributions, Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations, Finite mixture modeling using shape mixtures of the skew scale mixtures of normal distributions, Investigation of covariance structures in modelling longitudinal ordinal responses with skew normal random effect, On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions, Calibration model with skew scale mixtures of normal distributions, Robust replicated heteroscedastic measurement error model using heavy-tailed distribution, Tractable Bayes of Skew-Elliptical Link Models for Correlated Binary Data, On Families of Distributions with Shape Parameters, Penalized maximum likelihood estimator for finite multivariate skew normal mixtures, The sparse method of simulated quantiles: An application to portfolio optimization, A Space-Time Skew-t Model for Threshold Exceedances, On Quantile‐based Asymmetric Family of Distributions: Properties and Inference, Estimation for finite mixture of mode regression models using skew-normal distribution, Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions, A robust class of homoscedastic nonlinear regression models, Robust mixture regression modeling based on two-piece scale mixtures of normal distributions, A generalized normal scores test that increases the power of a test of significance for a coefficient in a linear model, Asymmetric heavy-tailed vector auto-regressive processes with application to financial data, Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results, Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution, Model-based clustering and classification using mixtures of multivariate skewed power exponential distributions, Tail dependence functions of two classes of bivariate skew distributions, Some recent developments in Markov Chain Monte Carlo for cointegrated time series, Bayesian Inference for Skew-normal Linear Mixed Models, A skew-normal factor model for the analysis of student satisfaction towards university courses, Unnamed Item, A Non‐Gaussian Spatio‐Temporal Model for Daily Wind Speeds Based on a Multi‐Variate Skew‐t Distribution, Skew-normal factor analysis models with incomplete data, Segmented classification analysis with a class of rectangle-screened elliptical populations, Joint modeling of mixed skewed continuous and ordinal longitudinal responses: a Bayesian approach, Measures of biomarker dependence using a copula-based multivariate epsilon–skew–normal family of distributions, Modelling exchange rate returns: which flexible distribution to use?, Bayesian modeling of university first-year students' grades after placement test, A class of weighted multivariate distributions related to doubly truncated multivariate t-distribution, Multivariate measurement error models based on scale mixtures of the skew–normal distribution, On a Screened Pearson Correlation and Its Application to Interdependence Methods, Some simulation/computation in multivariate linear models of scale mixtures of skew-normal-Cauchy distributions, Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions, Objective Bayesian Analysis of Skew‐t Distributions, On the canonical form of scale mixtures of skew-normal distributions, Locally optimal test of normality against skew-normality, A Heckman Selection-tModel, Change Point Detection in The Skew-Normal Model Parameters, Inference procedures for the variance gamma model and applications, Extreme Value Distributions for the Skew-Symmetric Family of Distributions, Multivariate log-skewed distributions with normal kernel and their applications, A hierarchical Bayesian regression model for the uncertain functional constraint using screened scale mixtures of Gaussian distributions, Skewed Bessel function distributions with application to rainfall data, Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution, Bayesian Estimation of Stochastic Frontier Models with Multivariate SkewtError Terms, A class of weighted normal distributions and its variants useful for inequality constrained analysis, Flexible Class of Skew-Symmetric Distributions, Unnamed Item, A New Fatigue Life Model Based on the Family of Skew-Elliptical Distributions, Skewed factor models using selection mechanisms, Maximum likelihood estimation of skew-t copulas with its applications to stock returns, The Skew-normal Distribution and Related Multivariate Families*, Multivariate skew-normal at linear mixed models for multi-outcome longitudinal data, Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions, A new class of multivariate skew distributions with applications to bayesian regression models, Multivariate skewt-distribution, Bayesian meta-analysis using skewed elliptical distributions, Local influence analysis for regression models with scale mixtures of skew-normal distributions, Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions, Bayesian analysis of semiparametric Bernstein polynomial regression models for data with sample selection, On Some Aspects of a Generalized Asymmetric Normal Distribution, On an Extended Version of Skew Generalized Normal Distribution and Some of its Properties, Linear censored regression models with skew scale mixtures of normal distributions, Tail conditional moment for generalized skew-elliptical distributions, Bayesian analysis of multivariate stochastic volatility with skew return distribution, Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions, Value-at-risk estimation with new skew extension of generalized normal distribution, Stress-strength reliability of generalized skew-elliptical distributions and its Bayes estimation, Nonparametric Mixtures Based on Skew-normal Distributions: An Application to Density Estimation



Cites Work