The multivariate skew-normal distribution

被引：1139

作者：

Azzalini, A

DallaValle, A

机构：

[1] Department of Statistical Sciences, University of Padua, 35121 Padova

来源：

BIOMETRIKA | 1996年 / 83卷 / 04期

关键词：

bivariate distribution; multivariate normal distribution; specified marginal; skewness;

D O I：

10.1093/biomet/83.4.715

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

The paper extends earlier work on the so-called skew-normal distribution, a family of distributions including the normal, but with an extra parameter to-regulate skewness. The present work introduces a multivariate parametric family such that the marginal densities are scalar skew-normal, and studies its properties, with special emphasis on the bivariate case.

引用

页码：715 / 726

页数：12

共 16 条

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[2]

ANDEL J, 1984, KYBERNETIKA, V20, P89

[3]

[Anonymous], 1979, Multivariate analysis

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