The multivariate skew-normal distribution

被引：1114

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

[1] Aigner D, 1977, J Econom, V6, P21, DOI [DOI 10.1016/0304-4076(77)90052-5, 10.1016/0304-4076(77)90052-5]
[2] ANDEL J, 1984, KYBERNETIKA, V20, P89
[3] [Anonymous], 1979, Multivariate analysis
[4] THE NONTRUNCATED MARGINAL OF A TRUNCATED BIVARIATE NORMAL-DISTRIBUTION
ARNOLD, BC
BEAVER, RJ
GROENEVELD, RA
MEEKER, WQ
[J]. PSYCHOMETRIKA, 1993, 58 (03) : 471 - 488
[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] ONE-DIMENSIONAL MARGINAL DENSITY-FUNCTIONS OF A TRUNCATED MULTIVARIATE NORMAL DENSITY-FUNCTION
CARTINHOUR, J
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1990, 19 (01) : 197 - 203
[9] Cook R.D., 1994, INTRO REGRESSION GRA
[10] HENZE N, 1986, SCAND J STAT, V13, P271

← 1 2 →