Flexible univariate and multivariate models based on hidden truncation

DOI10.1016/j.jspi.2009.05.013zbMath1172.60304OpenAlexW2084746768MaRDI QIDQ840723

Barry C. Arnold

Publication date: 14 September 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.013

zbMATH Keywords

Pareto distributionskew-normal distributionmultivariate normalweighted distributionconditional specificationexponential conditionalsnormal conditionals

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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Uses Software

• sn

Cites Work

• The nontruncated marginal of a truncated bivariate normal distribution
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• Conditional specification of statistical models.
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• Skewing around: relationships among classes of skewed distributions
• A New Class of Skew-Normal Distributions
• Bivariate Distributions With Exponential Conditionals
• Stochastic Frontier Analysis
• A unified view on skewed distributions arising from selections
• The Skew-normal Distribution and Related Multivariate Families*
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