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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Journal ArticleDOI
Decomposing phenotypic skew and its effects on the predicted response to strong selection
TL;DR: In this paper , the authors demonstrate that the substantial phenotypic skew in the body size of juvenile blue tits (Cyanistes caeruleus) is driven by environmental factors.
Book ChapterDOI
Bias-corrected estimators of scalar skew normal
Guoyi Zhang,Rong Liu +1 more
TL;DR: The authors proposed five estimators of the shape parameter for a scalar skew normal model, either by bias correction method or by solving a modified score equation, and the proposed estimators have smaller bias compared to those estimators in literature for small and moderate samples.
Dissertation
A new approach to calculate and forecast dynamic conditional correlation : the use of a multivariate heteroskedastic mixture model
TL;DR: In this paper, the authors extend the current literature on correlation modelling by reviewing existing time-series tools, performing empirical analysis and developing two new conditional heteroscedastic models based on mixture techniques.
Journal ArticleDOI
A stochastic ordering based on the canonical transformation of skew-normal vectors
TL;DR: In this article, the authors define a new skewness ordering that enables stochastic comparisons for vectors that follow a multivariate skew-normal distribution, and examine the connection between the proposed ordering and the multivariate convex transform order studied by Belzunce et al.
Journal ArticleDOI
A linear mixed model for analyzing longitudinal skew-normal responses with random dropout
TL;DR: In this paper, a linear mixed effects model is used to fit skewed longitudinal data in the presence of dropout, and two distributional assumptions are considered to produce background for heavy tailed models.
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.