A General Class of Multivariate Skew-Elliptical Distributions
Márcia D. Branco,Dipak K. Dey +1 more
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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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Bayesian non-linear regression models with skew-elliptical errors: Applications to the classification of longitudinal profiles
TL;DR: This paper discusses non-linear regression models for longitudinal data with errors that follow a skew-elliptical distribution and discusses Bayesian statistical methods for the classification of observations into two or more groups based on skew-models for non- linear longitudinal profiles.
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MANOVA for large hypothesis degrees of freedom under non-normality
TL;DR: In this paper, the asymptotic distributions of the three commonly used multivariate test statistics, viz., Likelihood Ratio, Lawley-Hotelling and Bartlett-Nanda-Pillai statistics, are studied for one-way MANOVA hypothesis when the responses are non-normal and the hypothesis degrees of freedom is large.
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Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions
TL;DR: In this paper, the authors developed diagnostics analysis for nonlinear regression models (NLMs) under scale mixtures of skew-normal (SMSN) distributions introduced by Garay et al.
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Behavioral data-driven analysis with Bayesian method for risk management of financial services
TL;DR: A Bayesian approach to efficiently estimate the multivariate risk measures in a dynamic framework and results confirm that the Bayesian method can significantly improve the operations of risk management.
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Multitude of bivariate t distributions
Saralees Nadarajah,Samuel Kotz +1 more
TL;DR: A comprehensive review of the known bivariate t distributions with the hope of encouraging further research activities in this area is provided in this paper, where the authors provide a comprehensive review with the aim to encourage further research in this field.
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.
Book
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.