Statistical Applications of the Multivariate Skew Normal Distribution
From MaRDI portal
DOI10.1111/1467-9868.00194zbMath0924.62050arXiv0911.2093OpenAlexW2120860882MaRDI QIDQ4266837
Adelchi Azzalini, Antonella Capitanio, Antonella Capitanio
Publication date: 9 November 1999
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0911.2093
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (only showing first 100 items - show all)
Statistical implications of selectively reported inferential results ⋮ Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors. ⋮ Rényi entropy and complexity measure for skew-Gaussian distributions and related families ⋮ Generalized estimating equations by considering additive terms for analyzing time-course gene sets data ⋮ Modeling skewed spatial data using a convolution of Gaussian and log-Gaussian processes ⋮ Additive properties of skew normal random vectors ⋮ Remarks for the singular multivariate skew-normal distribution and its quadratic forms ⋮ Exponentiated Weibull regression for time-to-event data ⋮ Consistent inference in fixed-effects stochastic frontier models ⋮ On the computation of multivariate scenario sets for the skew-\(t\) and generalized hyperbolic families ⋮ Bayesian analysis of two-piece location-scale models under reference priors with partial information ⋮ Multidimensional multiple group IRT models with skew normal latent trait distributions ⋮ Simultaneous variable selection and estimation for multivariate multilevel longitudinal data with both continuous and binary responses ⋮ Diagnostics analysis for skew-normal linear regression models: applications to a quality of life dataset ⋮ 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 ⋮ Small area estimation using skew normal models ⋮ Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution ⋮ Improved confidence regions based on Edgeworth expansions ⋮ Bayesian nonparametric inference for unimodal skew-symmetric distributions ⋮ Local Bahadur efficiency of some goodness-of-fit tests under skew alternatives. ⋮ Robust skew-\(t\) factor analysis models for handling missing data ⋮ Projection pursuit via white noise matrices ⋮ Comparative study and sensitivity analysis of skewed spatial processes ⋮ Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions ⋮ Skew-elliptical distributions with applications in risk theory ⋮ Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions ⋮ A Bayesian prediction using the skew Gaussian distribution. ⋮ Moments of random vectors with skew \(t\) distribution and their quadratic forms. ⋮ The skew elliptical distributions and their quadratic forms. ⋮ A multivariate skew normal distribution. ⋮ Likelihood inference of nonlinear models based on a class of flexible skewed distributions ⋮ Extremal properties of the univariate extended skew-normal distribution. Part A. ⋮ Extremal properties of the multivariate extended skew-normal distribution. Part B ⋮ Multivariate skew-symmetric distributions ⋮ Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions ⋮ The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification ⋮ Optimal tests for elliptical symmetry: specified and unspecified location ⋮ Testing for sub-models of the skew \(t\)-distribution ⋮ Detecting changes in linear regression models with skew normal errors ⋮ An alternative matrix skew-normal random matrix and some properties ⋮ Scale and shape mixtures of multivariate skew-normal distributions ⋮ Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution ⋮ Location-scale portfolio selection with factor-recentered skew normal asset returns ⋮ A robust Bayesian approach to null intercept measurement error model with application to dental data ⋮ Goodness-of-fit tests based on empirical characteristic functions ⋮ Diagnostics for skew-normal nonlinear regression models with AR(1) errors ⋮ A new class of spatial concentration measures ⋮ Chance-constrained random fuzzy CCR model in presence of skew-normal distribution ⋮ Sampling distributions of skew normal populations associated with closed skew normal distributions ⋮ On the usefulness of the logarithmic skew normal distribution for describing claims size data ⋮ Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions ⋮ On the singularity of multivariate skew-symmetric models ⋮ A class of multivariate skew-normal models ⋮ Characterization of the skew-normal distribution ⋮ Estimation in skew-normal linear mixed measurement error models ⋮ A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation ⋮ Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions ⋮ On testing the skew normal hypothesis ⋮ Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities ⋮ Type II failure and specification testing in the stochastic frontier model ⋮ Reduction principle for functionals of strong-weak dependent vector random fields ⋮ A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function ⋮ The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution ⋮ Heckman selection-\(t\) model: parameter estimation via the EM-algorithm ⋮ Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions ⋮ Distribution of quadratic forms under skew normal settings ⋮ Multivariate extremes of generalized skew-normal distributions ⋮ Bayesian inference for the multivariate skew-normal model: a population Monte Carlo approach ⋮ Mixture of D-vine copulas for modeling dependence ⋮ Homogeneity diagnostics for skew-normal nonlinear regression models ⋮ A formulation for continuous mixtures of multivariate normal distributions ⋮ Skew-normal-Cauchy linear mixed models ⋮ On multivariate skewness and kurtosis ⋮ A closed-form filter for binary time series ⋮ Linear mixed models with skew-elliptical distributions: a Bayesian approach ⋮ Testing skew-symmetry based on extreme ranked set sampling ⋮ Conditional specification of statistical models: classical models, new developments and challenges ⋮ An overview on the progeny of the skew-normal family -- a personal perspective ⋮ An overview of skew distributions in model-based clustering ⋮ Estimation of autoregressive models with epsilon-skew-normal innovations ⋮ Analysis of multivariate skew normal models with incomplete data ⋮ Tail dependence of generalized modified skew slash distribution ⋮ On a quantile autoregressive conditional duration model ⋮ A unified theory for bivariate scores in possessive ball-sports: the case of handball ⋮ Sub-dimensional Mardia measures of multivariate skewness and kurtosis ⋮ Semiparametric mixed-effects ordinary differential equation models with heavy-tailed distributions ⋮ The skew-Cauchy distribution ⋮ Autoregressive time series analysis of variance with skew normal innovations ⋮ Bootstrap inference of the skew-normal two-way classification random effects model with interaction ⋮ Multi-class Bayesian support vector data description with anomalies ⋮ Shapiro-Wilk test for multivariate skew-normality ⋮ Estimating the location parameter under skew normal settings: is violating the independence assumption good or bad? ⋮ A new distance based measure of asymmetry ⋮ Quadratic forms in skew normal variates ⋮ Finite mixture modeling of censored and missing data using the multivariate skew-normal distribution ⋮ Some measures of kurtosis and their inference on large datasets ⋮ Marginal replacement in multivariate densities, with application to skewing spherically symmetric distributions ⋮ Definition and probabilistic properties of skew-distributions.
This page was built for publication: Statistical Applications of the Multivariate Skew Normal Distribution
