Multivariate skewing mechanisms: a unified perspective based on the transformation approach

DOI10.1016/j.spl.2010.07.004zbMath1219.60009OpenAlexW2028987974MaRDI QIDQ613141

Davy Paindaveine, Christophe Ley

Publication date: 20 December 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/75300/3/PSM.pdf

zbMATH Keywords

tail behaviorskew-normal distributionskewing mechanismprobability transformtransformation approach

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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Uses Software

• sn

Cites Work

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• Le Cam optimal tests for symmetry against Ferreira and Steel's general skewed distributions
• Sinh-arcsinh distributions
• On Bayesian Modeling of Fat Tails and Skewness
• The multivariate skew-normal distribution
• The Skew-normal Distribution and Related Multivariate Families*
• A Constructive Representation of Univariate Skewed Distributions

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