Flexible Class of Skew‐Symmetric Distributions
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657 citations
Cites background from "Flexible Class of Skew‐Symmetric Di..."
...This important problem has been examined byWang et al. (2004) and Ma & Genton (2004), whose results can be summarized as follows; in their formulation, the term Gfw(x)g in (12) is replaced by the perturbation function p(x), satisfying conditions (14)....
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547 citations
234 citations
Cites background from "Flexible Class of Skew‐Symmetric Di..."
...One of these extensions refers to the family of flexible skew-symmetric (FSS) distributions introduced by Ma & Genton (2004) with density fFSS(x ; ξ, ω, α1, . . . , αK ) = 2ω−1 f0(z) G{PK (z)}, x ∈ R, (5) where f0 and G are symmetric univariate density function and distribution function,…...
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...Other forms of skew-t distribution have been considered by Jones & Faddy (2003), Sahu et al. (2003) and Ma & Genton (2004)....
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218 citations
References
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"Flexible Class of Skew‐Symmetric Di..." refers background in this paper
...…& Dey, 2001; Azzalini & Capitanio, 2003; Jones & Faddy, 2003; Sahu et al., 2003), skew-Cauchy (Arnold & Beaver, 2000) and other skewelliptical ones (Azzalini & Capitanio, 1999; Branco & Dey, 2001; Sahu et al., 2003) can be represented by the SS distribution (1) with appropriate choices of f and p....
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...If each term has an odd order (all ks are odd), then the polynomial is called an odd polynomial, whereas if each term has an even order (all ks are even), it is called an even polynomial....
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936 citations
"Flexible Class of Skew‐Symmetric Di..." refers methods in this paper
...The construction of the subset is through polynomials, which has a similar flavour as the semi-non-parametric (SNP) representation proposed by Gallant & Nychka (1987) ....
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...The construction of the subset is through polynomials, which has a similar flavour as the semi-non-parametric (SNP) representation proposed by Gallant & Nychka (1987)....
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629 citations
"Flexible Class of Skew‐Symmetric Di..." refers background in this paper
...…& Dey, 2001; Azzalini & Capitanio, 2003; Jones & Faddy, 2003; Sahu et al., 2003), skew-Cauchy (Arnold & Beaver, 2000) and other skewelliptical ones (Azzalini & Capitanio, 1999; Branco & Dey, 2001; Sahu et al., 2003) can be represented by the SS distribution (1) with appropriate choices of f and p....
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...Similarly, multivariate distributions such as skew-t (Branco & Dey, 2001; Azzalini & Capitanio, 2003; Jones & Faddy, 2003; Sahu et al., 2003), skew-Cauchy (Arnold & Beaver, 2000) and other skewelliptical ones (Azzalini & Capitanio, 1999; Branco & Dey, 2001; Sahu et al., 2003) can be represented by…...
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