Definition and probabilistic properties of skew-distributions

Statistics and Probability Letters

Volumn 58, Issue 2, 2002, Pages 111-121

  Arellano Valle, R B ^a   Del Pino, G ^a   San Martin E ^a  

^a PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

Author keywords

Elliptical distributions; Skew distributions; Skew normal; Spherical distributions; Stochastic representations

Indexed keywords

EID: 0036602990     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00088-3     Document Type: Article

References (13)

1. Formulation and estimation of stochastic frontier production function models
2. A class of distributions which includes the normal ones
3. Further results on a class of distributions which includes the normal ones
4. Statistical applications of the multivariate skew normal distribution
5. The multivariate skew-normal distribution
6. A general class of multivariate skew-elliptical distributions
7. On the theory of elliptically contoured distributions
8. Conditional independence in statistical theory
9. Symmetric Multivariate and Related Distributions
10. Moments of skew-normal vectors and their quadratic forms
11. A probabilistic representation of the 'skew-normal' distribution
12. A note on conditional independence with statistical applications
13. A new class of multivariate skew distributions with applications to Bayesian regression models