A multivariate skew normal distribution

被引：98

作者：

Gupta, AK ^{[1
]}

González-Farías, G

Domínguez-Molina, JA

机构：

[1] Bowling Green State Univ, Dept Math & Stat, Bowling Green, OH 43403 USA

[2] Ctr Invest & Matemat, Mexico City, DF, Mexico

[3] Univ Guanajuato, Guanajuato, Mexico

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2004年 / 89卷 / 01期

关键词：

non-normal models; density; marginal; conditional; regression; moments; moment generating function; contours;

D O I：

10.1016/S0047-259X(03)00131-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we define a new class of multivariate skew-normal distributions. Its properties are studied. In particular we derive its density, moment generating function, the first two moments and marginal and conditional distributions. We illustrate the contours of a bivariate density as well as conditional expectations. We also give an extension to construct a general multivariate skew normal distribution. (C) 2003 Elsevier Inc. All rights reserved.

引用

页码：181 / 190

页数：10

共 12 条

[1] ARELLANOVALLE R, 2001, GEN CLASS SKEW DISTR
[2] Skewed multivariate models related to hidden truncation and/or selective reporting
Arnold B.C.
Beaver R.J.
[J]. Test, 2002, 11 (1) : 7 - 54
[3] Statistical applications of the multivariate skew normal distribution
Azzalini, A
Capitanio, A
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1999, 61 : 579 - 602
[4] The multivariate skew-normal distribution
Azzalini, A
DallaValle, A
[J]. BIOMETRIKA, 1996, 83 (04) : 715 - 726
[5] AZZALINI A, 1985, SCAND J STAT, V12, P171
[6] Azzalini A., 1986, Rivista Statistica, V46, P199
[7] CORRELATION CURVES - MEASURES OF ASSOCIATION AS FUNCTIONS OF COVARIATE VALUES
BJERVE, S
DOKSUM, K
[J]. ANNALS OF STATISTICS, 1993, 21 (02) : 890 - 902
[8] DOMINGUEZMOLINA J, 2001, 0109 BOWL GREEN STAT
[9] Moments of skew-normal random vectors and their quadratic forms
Genton, MG
He, L
Liu, XW
[J]. STATISTICS & PROBABILITY LETTERS, 2001, 51 (04) : 319 - 325
[10] Gupta A. K., 2001, 0110 BOWL GREEN STAT

← 1 2 →