Some skewed multivariate distributions

American Journal of Mathematical and Management Sciences

Volumn 20, Issue 1-2, 2000, Pages 27-38

  Arnold, Barry C ^a   Beaver, Robert J ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Multivariate distributions; Skewed Cauchy distribution; Skewed distributions; Skewed Laplace distribution; Skewed normal distribution

Indexed keywords

MATHEMATICAL MODELS;

SKEWED CAUCHY DISTRIBUTION; SKEWED LAPLACE DISTRIBUTION;

NORMAL DISTRIBUTION;

EID: 0034548292     PISSN: 01966324     EISSN: None     Source Type: Journal    
DOI: 10.1080/01966324.2000.10737499     Document Type: Article

References (8)

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2. Arnold, B.C. and Beaver, R.J. (1997a). Some skewed multivariate models. Technical Report # 249, Department of Statistics, University of California, Riverside.
3. Arnold, B.C. and Beaver, R.J. (1997b). The multivariate skew-Cauchy distribution. Technical Report # 250, Department of Statistics, University of California, Riverside.
4. Arnold, B.C. and Beaver, R.J., Groeneveld, R.A. and Meeker, W.O. (1993). The non-truncated marginal of a truncated bivariate normal distribution. Psy-chometrica, 58, 471-478.
5. Azzalini, A. (1985). A class of distributions which include the normal ones. Scandinavian Journal of Statistics, 12, 171-178.
6. Azzalini, A. and Dalla Valle, A. (1996). The multivariate skew-normal distribution. Biometrika, 83, 715-726.
7. Balakrishnan, N. and Ambagaspitiya, R.S. (1994). On skew-Laplace distributions. Technical Report, McMaster University, Hamilton, Ontario, Canada.
8. Rohatgi, V.K. (1976). An Introduction to Probability Theory and Mathematical Statistics. New York: Wiley.