A General Class of Multivariate Skew-Elliptical Distributions
Márcia D. Branco,Dipak K. Dey +1 more
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TLDR
In this article, a general class of multivariate skew-elliptical distributions is proposed, which contains the multivariate normal, Student's t, exponential power, and Pearson type II, with an extra parameter to regulate skewness.About:
This article is published in Journal of Multivariate Analysis.The article was published on 2001-10-01 and is currently open access. It has received 629 citations till now. The article focuses on the topics: Elliptical distribution & Multivariate stable distribution.read more
Citations
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On Perturbed Symmetric Distributions Associated with the Truncated Bivariate Elliptical Models
TL;DR: In this paper, a class of perturbed symmetric distributions associated with the bivariate elliptically symmetric (or simply Bivariate elliptical) distributions is proposed. But the class is obtained from the nontruncated marginals of the truncated bivariate elliptical distributions.
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Selection models under generalized symmetry settings
TL;DR: The authors examines new directions of its use, and illustrates them with the construction of some probability distributions falling outside the family of the so-called skew-symmetric densities, which they call skew-elliptical densities.
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Some simulation/computation in multivariate linear models of scale mixtures of skew-normal-Cauchy distributions
TL;DR: In this paper, the authors extend standard likelihood-based procedures to the multivariate linear model using the scale mixtures of multivariate skew-normal-Cauchy distributions, and propose a simple EM algorithm for it.
Journal ArticleDOI
On the scale mixtures of multivariate skew slash distributions
Weizhong Tian,Fengrong Wei +1 more
TL;DR: In this paper, the scale mixtures of multivariate skew slash distributions are introduced and the first four order moments, skewness and kurtosis of this distribution are calculated.
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Fisher information and its extensions based on infinite mixture density functions
TL;DR: In this paper , the generalized Fisher information of an infinite mixture density function has been shown to be convex in terms of the Pearson-Vajda χk divergence, and the convexity property of q−Fisher information measure based on finite mixture density functions under a mild condition.
References
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MonographDOI
Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance
TL;DR: In this paper, the authors introduce sample path properties such as boundedness, continuity, and oscillations, as well as integrability, and absolute continuity of the path in the real line.
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Symmetric Multivariate and Related Distributions
TL;DR: In this article, the authors define marginal distributions, moments and density marginal distributions moments density the relationship between (phi and f) conditional distributions properties of elliptically symmetric distributions mixtures of normal distributions robust statistics and regression model robust statistics regression model log-elliptical and additive logistic elliptical distributions multivariate log elliptical distribution additive logistics elliptical distribution complex elliptical symmetric distribution.
Journal ArticleDOI
The multivariate skew-normal distribution
Adelchi Azzalini,A. Dalla Valle +1 more
TL;DR: In this article, a multivariate parametric family such that the marginal densities are scalar skew-normal is introduced, and its properties are studied with special emphasis on the bivariate case.
Journal ArticleDOI
Statistical applications of the multivariate skew normal distribution
TL;DR: Azzalini and Dalla Valle as discussed by the authors have discussed the multivariate skew normal distribution which extends the class of normal distributions by the addition of a shape parameter, and a further extension is described which introduces a skewing factor of an elliptical density.
Journal ArticleDOI
Statistical applications of the multivariate skew-normal distribution
TL;DR: Azzalini and Dalla Valle as mentioned in this paper have recently discussed the multivariate skew-normal distribution which extends the class of normal distributions by the addition of a shape parameter.