The multivariate skew-slash distribution

被引：131

作者：

Wang, J ^{[1
]}

Genton, MG ^{[1
]}

机构：

[1] N Carolina State Univ, Dept Stat, Raleigh, NC 27695 USA

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2006年 / 136卷 / 01期

关键词：

cauchy; configural polysampling; kurtosis; multivariate distributions; skewness; skew-normal; slash;

D O I：

10.1016/j.jspi.2004.06.023

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：

The slash distribution is often used as a challenging distribution for a statistical procedure. In this article, we define a skewed version of the slash distribution in the multivariate setting and derive several of its properties. The multivariate skew-slash distribution is shown to be easy to simulate from and can therefore be used in simulation studies. We provide various examples for illustration. (c) 2004 Elsevier B.V. All rights reserved.

引用

页码：209 / 220

页数：12

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