Generalized skew-elliptical distributions and their quadratic forms

DOI10.1007/BF02507030zbMATH Open1083.62043MaRDI QIDQ816384FDOQ816384

Authors: Marc G. Genton, Nicola M. R. Loperfido 

Publication date: 10 March 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

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zbMATH Keywords

invariancekurtosisskewnessweighted distributionselection modelnon-random samples

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

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Cited In (85)

• Optimal tests for elliptical symmetry: specified and unspecified location
• Modeling skew-symmetric distributions using B-spline and penalties
• A note on an equivalence between chi-square and generalized skew-normal distributions
• Stein’s Lemma for generalized skew-elliptical random vectors
• An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators
• Scale and shape mixtures of multivariate skew-normal distributions
• Sampling distributions of skew normal populations associated with closed skew normal distributions
• Random partitioning over a sparse contingency table
• Singular extended skew-elliptical distributions
• Tail densities of skew-elliptical distributions
• Bimodal symmetric-asymmetric power-normal families
• Multivariate skewing mechanisms: a unified perspective based on the transformation approach
• An innovative strategy on the construction of multivariate multimodal linear mixed-effects models
• Invariant distributions of the multivariate tests in the skew elliptical model
• A proof for the existence of multivariate singular generalized skew-elliptical density functions
• On some study of skew-\(t\) distributions
• On a class of symmetric distributions associated with the product of two correlated \(t\) variables
• On fundamental skew distributions
• The multivariate skew-slash distribution
• A new family of multivariate skew slash distribution
• The skew elliptical distributions and their quadratic forms.
• Bayesian analysis of skew-\(t\) multivariate null intercept measurement error model
• An appropriate empirical version of skew-normal density
• On the multivariate skew-normal-Cauchy distribution
• Skew-symmetric distributions and Fisher information -- a tale of two densities
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• A generalized skew two-piece skew-elliptical distribution
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• Estimation of stress-strength reliability for the multivariate SGPII distribution
• A proposed mechanism for skewing symmetric distributions
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• A new kurtosis matrix, with statistical applications
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• Distribution of quadratic forms under skew normal settings
• On the singularity of multivariate skew-symmetric models
• Testing for the symmetric component in skew distributions
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• Bias prevention of maximum likelihood estimates for skew-normal-Cauchy distribution
• On some aspects of a generalized asymmetric normal distribution
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• A new class of skew-Cauchy distributions
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• Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications
• High-Dimensional Alpha Test of the Linear Factor Pricing Models With Heavy-Tailed Distributions
• New bivariate and multivariate log-normal distributions as models for insurance data
• Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions
• The skewness of mean-variance normal mixtures
• A new class of weighted bimodal distribution with application to gamma-ray burst duration data
• A multivariate skew-normal-Tukey-\(h\) distribution
• Bayesian modeling of university first-year students' grades after placement test
• Bayesian sensitivity analysis and model comparison for skew elliptical models
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• Testing a multivariate distribution for generalized skew ellipticity
• Variance-mean mixture of multivariate normal distribution and weighted gamma distribution: properties and applications
• Maximum likelihood estimation of correlation between maximal oxygen consumption and the 6-min walk test in patients with chronic heart failure
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• Extended truncated Inverse Gaussian–Poisson model
• A multivariate modified skew-normal distribution
• Investigation of covariance structures in modelling longitudinal ordinal responses with skew normal random effect
• A stochastic ordering based on the canonical transformation of skew-normal vectors

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