Testing for normality when the sampled distribution is extended skew-normal

DOI10.1007/978-3-319-02499-8_15MaRDI QIDQ4561911zbMATH OpenOpenAlexFDO

Authors Cinzia Franceschini, Nicola M. R. Loperfido

Publication date 13 December 2018

Published in Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-02499-8_15

zbMATH Keywords

closing priceinformation matrixmultivariate normalityprojection pursuitstochastic frontier analysis

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to economics (62P20)

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Cites work

• Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
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• The multivariate skew-normal distribution

Cited in

(6)

• Tests for normality in classes of skew-t alternatives
• Skewness-based projection pursuit: a computational approach
• Data projections by skewness maximization under scale mixtures of skew-normal vectors
• A test for the hypothesis of skew-normality in a population
• Selection of conditional independence graph models when the distribution is extended skew normal
• On testing the skew normal distribution by using Shapiro-Wilk test

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