메뉴 건너뛰기




Volumn 36, Issue 9, 2007, Pages 1705-1717

Extreme value distributions for the skew-symmetric family of distributions

Author keywords

Flexible skew symmetric; Generalized skew normal; Heavy tails; Multimodality; Selection models; Skew Cauchy; Skew t

Indexed keywords

MATHEMATICAL MODELS; PROBABILITY DENSITY FUNCTION; VALUE ENGINEERING;

EID: 34547295845     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920601126159     Document Type: Article
Times cited : (19)

References (29)
  • 2
    • 0036619050 scopus 로고    scopus 로고
    • Skewed multivariate models related to hidden truncation and/or selective reporting
    • Arnold, B. C., Beaver, R. J. (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
  • 3
    • 0001036819 scopus 로고
    • A class of distributions which includes the normal ones
    • Azzalini, A. (1985). A class of distributions which includes the normal ones. Scand. J. Statist. 12:171-178.
    • (1985) Scand. J. Statist , vol.12 , pp. 171-178
    • Azzalini, A.1
  • 4
    • 0037900005 scopus 로고    scopus 로고
    • Distributions generated by perturbation of symmetry with emphasis on a multivariate skew-t distribution
    • Azzalini, A., Capitanio, A. (2003). Distributions generated by perturbation of symmetry with emphasis on a multivariate skew-t distribution. J. Roy. Stat. Soc. Ser. B 65:367-389.
    • (2003) J. Roy. Stat. Soc. Ser. B , vol.65 , pp. 367-389
    • Azzalini, A.1    Capitanio, A.2
  • 5
    • 0009201759 scopus 로고
    • A BAD view of weighted distributions and selection models
    • Bernardo, J. M, Berger, J. O, Dawid, A. P, Smith, A. F. M, eds, London: Oxford University Press, pp
    • Bayarri, M. J., DeGroot, M. (1992). A BAD view of weighted distributions and selection models. In: Bernardo, J. M., Berger, J. O., Dawid, A. P., Smith, A. F. M., eds. Bayesian Statistics 4. London: Oxford University Press, pp. 17-29.
    • (1992) Bayesian Statistics 4 , pp. 17-29
    • Bayarri, M.J.1    DeGroot, M.2
  • 6
    • 0035178888 scopus 로고    scopus 로고
    • A general class of multivariate skew-elliptical distributions
    • Branco, M. D., Dey, D. K. (2001). A general class of multivariate skew-elliptical distributions. J. Multivariate Anal. 79:99-113.
    • (2001) J. Multivariate Anal , vol.79 , pp. 99-113
    • Branco, M.D.1    Dey, D.K.2
  • 9
    • 0002627582 scopus 로고    scopus 로고
    • Inference for non-random samples (with discussion)
    • Copas, J. B., Li, H. G. (1997). Inference for non-random samples (with discussion). J. Roy. Stat. Soc. Ser. B 59:55-95.
    • (1997) J. Roy. Stat. Soc. Ser. B , vol.59 , pp. 55-95
    • Copas, J.B.1    Li, H.G.2
  • 10
    • 34547281103 scopus 로고
    • The law of error and the elimination of chance
    • Edgeworth, F. Y. (1886). The law of error and the elimination of chance. Philosophical Mag. 21:308-324.
    • (1886) Philosophical Mag , vol.21 , pp. 308-324
    • Edgeworth, F.Y.1
  • 12
    • 84958156266 scopus 로고
    • Limiting forms of the frequency distribution of the largest or smallest member of a sample
    • Fisher, R. A., Tippett, L. H. C. (1928). Limiting forms of the frequency distribution of the largest or smallest member of a sample. Proc. Cambridge Philosophical Soc. 24:180-190.
    • (1928) Proc. Cambridge Philosophical Soc , vol.24 , pp. 180-190
    • Fisher, R.A.1    Tippett, L.H.C.2
  • 13
    • 0021813909 scopus 로고
    • Quetelet's index (W/H2) as a measure of fatness
    • Garrow, J. S., Webster, J. (1985). Quetelet's index (W/H2) as a measure of fatness. Int. J. Obesity 9:148-153.
    • (1985) Int. J. Obesity , vol.9 , pp. 148-153
    • Garrow, J.S.1    Webster, J.2
  • 15
    • 19744367956 scopus 로고    scopus 로고
    • Discussion of "The skew-normal distribution and related multivariate families" by A. Azzalini
    • Genton, M. G. (2005). Discussion of "The skew-normal distribution and related multivariate families" by A. Azzalini. Scand. J. Statist. 32:189-198.
    • (2005) Scand. J. Statist , vol.32 , pp. 189-198
    • Genton, M.G.1
  • 16
    • 19744380806 scopus 로고    scopus 로고
    • Generalized skew-elliptical distributions and their quadratic forms
    • Genton, M. G., Loperfido, N. (2005). Generalized skew-elliptical distributions and their quadratic forms. Ann. Inst. Statist. Math. 57:389-401.
    • (2005) Ann. Inst. Statist. Math , vol.57 , pp. 389-401
    • Genton, M.G.1    Loperfido, N.2
  • 17
    • 0018481132 scopus 로고
    • On the rate of convergence of normal extremes
    • Hall, P. G. (1979). On the rate of convergence of normal extremes. J. Appl. Probab. 16:433-439.
    • (1979) J. Appl. Probab , vol.16 , pp. 433-439
    • Hall, P.G.1
  • 18
    • 0035649288 scopus 로고    scopus 로고
    • Multivariate t and beta distributions associated with the multivariate F distribution
    • Jones, M. C. (2001). Multivariate t and beta distributions associated with the multivariate F distribution. Metrika 54:215-231.
    • (2001) Metrika , vol.54 , pp. 215-231
    • Jones, M.C.1
  • 19
    • 0037848605 scopus 로고    scopus 로고
    • A skew extension of the t distribution, with applications
    • Jones, M. C., Faddy, M. J. (2003). A skew extension of the t distribution, with applications. J. Roy. Stat. Soc. Ser. B 65:159-174.
    • (2003) J. Roy. Stat. Soc. Ser. B , vol.65 , pp. 159-174
    • Jones, M.C.1    Faddy, M.J.2
  • 22
    • 0036160754 scopus 로고    scopus 로고
    • Statistical implications of selectively reported inferential results
    • Loperfido, N. (2002). Statistical implications of selectively reported inferential results. Statist. Probab. Lett. 56:13-22.
    • (2002) Statist. Probab. Lett , vol.56 , pp. 13-22
    • Loperfido, N.1
  • 23
    • 4043087814 scopus 로고    scopus 로고
    • A flexible class of skew-symmetric distributions
    • Ma, Y., Genton, M. G. (2004). A flexible class of skew-symmetric distributions. Scand. J. Statist. 31:459-468.
    • (2004) Scand. J. Statist , vol.31 , pp. 459-468
    • Ma, Y.1    Genton, M.G.2
  • 24
    • 19744376609 scopus 로고    scopus 로고
    • Locally efficient semiparametric estimators for generalized skew-elliptical distributions
    • Ma, Y., Genton, M. G., Tsiatis, A. A. (2005). Locally efficient semiparametric estimators for generalized skew-elliptical distributions. J. Amer. Statist. Assoc. 100:980-989.
    • (2005) J. Amer. Statist. Assoc , vol.100 , pp. 980-989
    • Ma, Y.1    Genton, M.G.2    Tsiatis, A.A.3
  • 25
    • 0008897938 scopus 로고
    • Asymmetrical frequency curves
    • Pearson, K. (1893). Asymmetrical frequency curves. Nature 48:615-616.
    • (1893) Nature , vol.48 , pp. 615-616
    • Pearson, K.1
  • 26
    • 0001792773 scopus 로고
    • Weighted distributions arising out of methods of ascertainment: What populations does a sample represent?
    • Atkinson, A. G, Fienberg, S. E, eds, New York: Springer-Verlag, pp
    • Rao, C. R. (1985). Weighted distributions arising out of methods of ascertainment: What populations does a sample represent?. In: Atkinson, A. G., Fienberg, S. E., eds. A Celebration of Statistics: The ISI Centenary Volume. New York: Springer-Verlag, pp. 543-569.
    • (1985) A Celebration of Statistics: The ISI Centenary Volume , pp. 543-569
    • Rao, C.R.1
  • 28
    • 0023532708 scopus 로고
    • A comparison of maximum likelihood and Bayesian estimators for the three-parameter Weibull distribution
    • Smith, R. L., Naylor, J. C. (1987). A comparison of maximum likelihood and Bayesian estimators for the three-parameter Weibull distribution. J. Roy. Statist. Soc. Ser. C 36:358-369.
    • (1987) J. Roy. Statist. Soc. Ser. C , vol.36 , pp. 358-369
    • Smith, R.L.1    Naylor, J.C.2
  • 29
    • 4043103972 scopus 로고    scopus 로고
    • A skew-symmetric representation of multivariate distributions
    • Wang, J., Boyer, J., Genton, M. G. (2004). A skew-symmetric representation of multivariate distributions. Statist. Sinica 14:1259-1270.
    • (2004) Statist. Sinica , vol.14 , pp. 1259-1270
    • Wang, J.1    Boyer, J.2    Genton, M.G.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.