메뉴 건너뛰기




Volumn 34, Issue 4, 2006, Pages 581-601

A unified view on skewed distributions arising from selections

Author keywords

Kurtosis; Multimodal distribution; Multivariate distribution; Nonnormal distribution; Selection mechanism; Skew symmetric distribution; Skewness; Transformation

Indexed keywords


EID: 33847740979     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.1002/cjs.5550340403     Document Type: Review
Times cited : (186)

References (63)
  • 5
    • 85039188645 scopus 로고    scopus 로고
    • On the exact distribution of the maximum of dependent random variables
    • revised version submitted for publication
    • R. B. Arellano-Valle & M. G. Genton (2006a). On the exact distribution of the maximum of dependent random variables. Statistics & Probability Letters, revised version submitted for publication.
    • (2006) Statistics & Probability Letters
    • Arellano-Valle, R.B.1    Genton, M.G.2
  • 6
    • 85039216085 scopus 로고    scopus 로고
    • On the exact distribution of linear combinations of order statistics from dependent random variables
    • revised version submitted for publication
    • R. B. Arellano-Valle & M. G. Genton (2006b). On the exact distribution of linear combinations of order statistics from dependent random variables. Journal of Multivariate Analysis, revised version submitted for publication.
    • (2006) Journal of Multivariate Analysis
    • Arellano-Valle, R.B.1    Genton, M.G.2
  • 7
    • 85039230048 scopus 로고    scopus 로고
    • Shape mixtures of skewed distributions, with application in regression analysis
    • Submitted for publication
    • R. B. Arellano-Valle, M. G. Genton, H. W. Gómez & P. Iglesias (2006). Shape mixtures of skewed distributions, with application in regression analysis. Submitted for publication.
    • (2006)
    • Arellano-Valle, R.B.1    Genton, M.G.2    Gómez, H.W.3    Iglesias, P.4
  • 12
    • 0036619050 scopus 로고    scopus 로고
    • Skewed multivariate models related to hidden'truncation and/or selective reporting
    • B. C. Arnold & R. J. Beaver (2002). Skewed multivariate models related to hidden'truncation and/or selective reporting. Test, 11, 7-54.
    • (2002) Test , vol.11 , pp. 7-54
    • Arnold, B.C.1    Beaver, R.J.2
  • 13
    • 85049109454 scopus 로고    scopus 로고
    • Elliptical models subject to hidden truncation or selective sampling
    • M. G. Genton, ed, Chapman & Hall/CRC, Boca Raton, Florida, pp
    • B. C. Arnold & R. J. Beaver (2004). Elliptical models subject to hidden truncation or selective sampling. In Skew-Elliptical Distributions and Their Applications: A Journey Beyond Normality (M. G. Genton, ed.), Chapman & Hall/CRC, Boca Raton, Florida, pp. 101-112.
    • (2004) Skew-Elliptical Distributions and Their Applications: A Journey Beyond Normality , pp. 101-112
    • Arnold, B.C.1    Beaver, R.J.2
  • 14
    • 21144460503 scopus 로고
    • The nontruncated marginal of a truncated bivariate normal distribution
    • B. C. Arnold, R. J. Beaver, R. A. Groeneveld & W. Q. Meeker (1993). The nontruncated marginal of a truncated bivariate normal distribution. Psychometrika, 58, 471-478.
    • (1993) Psychometrika , vol.58 , pp. 471-478
    • Arnold, B.C.1    Beaver, R.J.2    Groeneveld, R.A.3    Meeker, W.Q.4
  • 16
    • 84986604770 scopus 로고    scopus 로고
    • Conditionally specified distributions: An introduction (with discussion)
    • B. C. Arnold, E. Castillo & J. M. Sarabia (2001). Conditionally specified distributions: an introduction (with discussion). Statistical Science, 16, 249-274.
    • (2001) Statistical Science , vol.16 , pp. 249-274
    • Arnold, B.C.1    Castillo, E.2    Sarabia, J.M.3
  • 17
    • 0001036819 scopus 로고
    • A class of distributions which includes the normal ones
    • A. Azzalini (1985). A class of distributions which includes the normal ones. Scandinavian Journal of Statistics, 12, 171-178.
    • (1985) Scandinavian Journal of Statistics , vol.12 , pp. 171-178
    • Azzalini, A.1
  • 18
    • 0001611066 scopus 로고
    • Further results on a class of distributions which includes the normal ones
    • A. Azzalini (1986). Further results on a class of distributions which includes the normal ones. Statistica, 46, 199-208.
    • (1986) Statistica , vol.46 , pp. 199-208
    • Azzalini, A.1
  • 19
    • 19744373319 scopus 로고    scopus 로고
    • The skew-normal distribution and related multivariate families
    • A. Azzalini (2005). The skew-normal distribution and related multivariate families. Scandinavian Journal of Statistics, 32, 159-188.
    • (2005) Scandinavian Journal of Statistics , vol.32 , pp. 159-188
    • Azzalini, A.1
  • 21
    • 0037900005 scopus 로고    scopus 로고
    • Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t distribution
    • A. Azzalini & A. Capitanio (2003). Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t distribution. Journal of the Royal Statistical Society Series B, 65, 367-389.
    • (2003) Journal of the Royal Statistical Society Series B , vol.65 , pp. 367-389
    • Azzalini, A.1    Capitanio, A.2
  • 22
    • 0001417140 scopus 로고    scopus 로고
    • The multivariate skew-normal distribution
    • A. Azzalini & A. Dalla Valle (1996). The multivariate skew-normal distribution. Biometrika, 83, 715-726.
    • (1996) Biometrika , vol.83 , pp. 715-726
    • Azzalini, A.1    Dalla Valle, A.2
  • 25
    • 0000597883 scopus 로고
    • Effect of linear truncation on a multinormal population
    • Z. W. Birnbaum (1950). Effect of linear truncation on a multinormal population. Annals of Mathematical Statistics, 21, 272-279.
    • (1950) Annals of Mathematical Statistics , vol.21 , pp. 272-279
    • Birnbaum, Z.W.1
  • 26
    • 0035178888 scopus 로고    scopus 로고
    • A general class of multivariate skew-elliptical distributions
    • M. D. Branco & D. K. Dey (2001). A general class of multivariate skew-elliptical distributions. Journal of Multivariate Analysis, 79, 99-113.
    • (2001) Journal of Multivariate Analysis , vol.79 , pp. 99-113
    • Branco, M.D.1    Dey, D.K.2
  • 27
    • 33847692075 scopus 로고    scopus 로고
    • Regression model under skew elliptical error distribution
    • M. D. Branco & D. K. Dey (2002). Regression model under skew elliptical error distribution. The Journal of Mathematical Sciences, 1, 151-169.
    • (2002) The Journal of Mathematical Sciences , vol.1 , pp. 151-169
    • Branco, M.D.1    Dey, D.K.2
  • 29
    • 19744367248 scopus 로고    scopus 로고
    • Skewed link models for categorical response data
    • M. G. Genton, ed, Chapman & Hall/CRC, Boca Raton, Florida, pp
    • M.-H. Chen (2004). Skewed link models for categorical response data. In Skew-Elliptical Distributions and Their Applications: A Journey Beyond Normality (M. G. Genton, ed.), Chapman & Hall/CRC, Boca Raton, Florida, pp. 131-151.
    • (2004) Skew-Elliptical Distributions and Their Applications: A Journey Beyond Normality , pp. 131-151
    • Chen, M.-H.1
  • 31
    • 33847728384 scopus 로고    scopus 로고
    • The exact sampling distribution of L-statistics
    • C. Crocetta & N. Loperfido (2005). The exact sampling distribution of L-statistics. Metron, 63, 1-11.
    • (2005) Metron , vol.63 , pp. 1-11
    • Crocetta, C.1    Loperfido, N.2
  • 34
    • 85006323123 scopus 로고    scopus 로고
    • Bayesian multivariate skewed regression modelling with an application to firm size
    • M. G. Genton, ed, Chapman & Hall/CRC, Boca Raton, Florida, pp
    • J. T. A. S. Ferreira & M. F. J. Steel (2004). Bayesian multivariate skewed regression modelling with an application to firm size. In Skew-Elliptical Distributions and Their Applications: A Journey Beyond Normality (M. G. Genton, ed.), Chapman & Hall/CRC, Boca Raton, Florida, pp. 175-190.
    • (2004) Skew-Elliptical Distributions and Their Applications: A Journey Beyond Normality , pp. 175-190
    • Ferreira, J.T.A.S.1    Steel, M.F.J.2
  • 36
    • 85057655449 scopus 로고    scopus 로고
    • Skew-symmetric and generalized skew-elliptical distributions
    • M. G. Genton, ed, Chapman & Hall/CRC, Boca Raton, Florida, pp
    • M. G. Genton (2004b). Skew-symmetric and generalized skew-elliptical distributions. In Skew-Elliptical Distributions and Their Applications: A Journey Beyond Normality (M. G. Genton, ed.), Chapman & Hall/CRC, Boca Raton, Florida, pp. 81-100.
    • (2004) Skew-Elliptical Distributions and Their Applications: A Journey Beyond Normality , pp. 81-100
    • Genton, M.G.1
  • 37
    • 19744367956 scopus 로고    scopus 로고
    • Discussion of: The skew-normal distribution and related multivariate families, by A. Azzalini
    • M. G. Genton (2005). Discussion of: The skew-normal distribution and related multivariate families, by A. Azzalini. Scandinavian Journal of Statistics, 32, 189-198.
    • (2005) Scandinavian Journal of Statistics , vol.32 , pp. 189-198
    • Genton, M.G.1
  • 42
    • 0000125534 scopus 로고
    • Sample selection bias as a specification error
    • J. Heckman (1979). Sample selection bias as a specification error. Econometrica, 47, 153-161.
    • (1979) Econometrica , vol.47 , pp. 153-161
    • Heckman, J.1
  • 44
    • 27644589569 scopus 로고    scopus 로고
    • A note on reference priors for the scalar skew-normal distribution
    • B. Liseo & N. Loperfido (2006). A note on reference priors for the scalar skew-normal distribution. Journal of Statistical Planning and Inference, 136, 373-389.
    • (2006) Journal of Statistical Planning and Inference , vol.136 , pp. 373-389
    • Liseo, B.1    Loperfido, N.2
  • 45
    • 0036160754 scopus 로고    scopus 로고
    • Statistical implications of selectively reported inferential results
    • N. Loperfido (2002). Statistical implications of selectively reported inferential results. Statistics & Probability Letters, 56, 13-22.
    • (2002) Statistics & Probability Letters , vol.56 , pp. 13-22
    • Loperfido, N.1
  • 46
    • 4043087814 scopus 로고    scopus 로고
    • A flexible class of skew-symmetric distributions
    • Y. Ma & M. G. Genton (2004). A flexible class of skew-symmetric distributions. Scandinavian Journal of Statistics, 31, 459-468.
    • (2004) Scandinavian Journal of Statistics , vol.31 , pp. 459-468
    • Ma, Y.1    Genton, M.G.2
  • 47
    • 19744376609 scopus 로고    scopus 로고
    • Locally efficient semiparametric estimators for generalized skew-elliptical distributions
    • Y. Ma, M. G. Genton & A. A. Tsiatis (2005). Locally efficient semiparametric estimators for generalized skew-elliptical distributions. Journal of the American Statistical Association, 100, 980-989.
    • (2005) Journal of the American Statistical Association , vol.100 , pp. 980-989
    • Ma, Y.1    Genton, M.G.2    Tsiatis, A.A.3
  • 48
    • 33847741158 scopus 로고    scopus 로고
    • Constrained local likelihood estimators for semiparametric skew-normal distributions
    • in press
    • Y. Ma & J. Hart (2006). Constrained local likelihood estimators for semiparametric skew-normal distributions. Biometrika, in press.
    • (2006) Biometrika
    • Ma, Y.1    Hart, J.2
  • 51
    • 0001382332 scopus 로고
    • The sum of values from a normal and a truncated normal distribution
    • L. S. Nelson (1964). The sum of values from a normal and a truncated normal distribution. Technometrics, 6, 469-471.
    • (1964) Technometrics , vol.6 , pp. 469-471
    • Nelson, L.S.1
  • 52
    • 0017282974 scopus 로고
    • Bayes estimation subject to uncertainty about parameter constraints
    • A. O'Hagan & T. Leonard (1976). Bayes estimation subject to uncertainty about parameter constraints. Biometrika, 63, 201-202.
    • (1976) Biometrika , vol.63 , pp. 201-202
    • O'Hagan, A.1    Leonard, T.2
  • 53
    • 0010298684 scopus 로고    scopus 로고
    • Problems of inference for Azzalini's skew-normal distribution
    • A. Pewsey (2000). Problems of inference for Azzalini's skew-normal distribution. Journal of Applied Statistics, 27, 859-870.
    • (2000) Journal of Applied Statistics , vol.27 , pp. 859-870
    • Pewsey, A.1
  • 54
    • 85039183739 scopus 로고    scopus 로고
    • A. Pewsey (2006). Some observations on a simple means of generating skew distributions. In Advances in Distribution Theory, Order Statistics and Inference, (B. C. arnold, N. Balakrishnan, E. Castillo & J.-M. Sarabia, eds.), Birkhäuser, Boston, pp. 75-84.
    • A. Pewsey (2006). Some observations on a simple means of generating skew distributions. In Advances in Distribution Theory, Order Statistics and Inference, (B. C. arnold, N. Balakrishnan, E. Castillo & J.-M. Sarabia, eds.), Birkhäuser, Boston, pp. 75-84.
  • 55
    • 0001792773 scopus 로고
    • Weighted distributions arising out of methods of ascertainment: What populations does a sample represent?
    • A. C. Atkinson, S. E. Fienberg, eds, Springer-Verlag, New York, pp
    • C. R. Rao (1985). Weighted distributions arising out of methods of ascertainment: What populations does a sample represent? In A Celebration of Statistics: The ISI Centenary Volume (A. C. Atkinson, S. E. Fienberg, eds.), Springer-Verlag, New York, pp. 543-569.
    • (1985) A Celebration of Statistics: The ISI Centenary Volume , pp. 543-569
    • Rao, C.R.1
  • 57
    • 0242595939 scopus 로고    scopus 로고
    • A new class of multivariate skew distributions with application to Bayesian regression models
    • S. K. Sahu, D. K. Dey & M. Branco (2003). A new class of multivariate skew distributions with application to Bayesian regression models. The Canadian Journal of Statistics, 31, 129-150.
    • (2003) The Canadian Journal of Statistics , vol.31 , pp. 129-150
    • Sahu, S.K.1    Dey, D.K.2    Branco, M.3
  • 58
    • 33746859753 scopus 로고    scopus 로고
    • Bias prevention of maximum likelihood estimates for scalar skew normal and skew t distributions
    • N. Sartori (2006). Bias prevention of maximum likelihood estimates for scalar skew normal and skew t distributions. Journal of Statistical Planning and Inference, 136,4259-4275.
    • (2006) Journal of Statistical Planning and Inference , vol.136 , pp. 4259-4275
    • Sartori, N.1
  • 60
    • 4043103972 scopus 로고    scopus 로고
    • A skew-symmetric representation of multivariate distributions
    • J. Wang, J. Boyer & M. G. Genton (2004a). A skew-symmetric representation of multivariate distributions. Statistica Sinica, 14, 1259-1270.
    • (2004) Statistica Sinica , vol.14 , pp. 1259-1270
    • Wang, J.1    Boyer, J.2    Genton, M.G.3
  • 61
    • 12344337990 scopus 로고    scopus 로고
    • A note on an equivalence between chi-square and generalized skew-normal distributions
    • J. Wang, J. Boyer & M. G. Genton (2004b). A note on an equivalence between chi-square and generalized skew-normal distributions. Statistics & Probability Letters, 66, 395-398.
    • (2004) Statistics & Probability Letters , vol.66 , pp. 395-398
    • Wang, J.1    Boyer, J.2    Genton, M.G.3
  • 63
    • 0001382332 scopus 로고
    • The sum of values from a normal and a truncated normal distribution
    • M. A. Weinstein (1964). The sum of values from a normal and a truncated normal distribution. Technometrics, 6, 104-105.
    • (1964) Technometrics , vol.6 , pp. 104-105
    • Weinstein, M.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.