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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On a class of symmetric distributions associated with the product of two correlated t variables
TL;DR: In this paper, a class of symmetric non-Gaussian distributions associated with the product of two correlated t variables is introduced, where the distributions are obtained from the conditioning method and are symmetric, possibly bimodal, and the marginal distributions of a nonlinearly truncated bivariate Student t ν -distribution.
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A Bayesian Predictive Discriminant Analysis with Screened Data
TL;DR: A hierarchical screened scale mixture of normal (HSSMN) model is proposed, which makes provision for flexible modeling of the screened observations and an optimal predictive rule for the analysis is proposed.
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When the score function is the identity function - A tale of characterizations of the normal distribution
TL;DR: In this paper, it was shown that the derivative of the log-density of the normal distribution is the (negative) identity function, which allows a deeper understanding of existing characterizations and paves the way for an immediate extension of various seemingly normal-based characterizations to a general density.
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Bayesian meta-analysis using skewed elliptical distributions
TL;DR: Chen, Dey, and Shao as mentioned in this paper constructed a detailed computational scheme under skewed normal and skewed Student's t distribution using the MCMC method and illustrated their methodology using Bayes factor under a different skewed error.
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.
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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.