메뉴 건너뛰기




Volumn 68, Issue 3, 2010, Pages 275-298

Invariance-based estimating equations for skew-symmetric distributions

Author keywords

Asymmetry; Distributional invariance; Generalized skew normal distribution; Root selection; Semiparametric

Indexed keywords


EID: 79956157405     PISSN: 00261424     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF03263540     Document Type: Article
Times cited : (14)

References (23)
  • 1
    • 33847740979 scopus 로고    scopus 로고
    • A unified view on skewed distributions arising from selections
    • ARELLANO-VALLE, R. B., BRANCO, M. D. and GENTON, M. G. (2006) A unified view on skewed distributions arising from selections, Can. J. Statist., 34, 581-601.
    • (2006) Can. J. Statist. , vol.34 , pp. 581-601
    • Arellano-Valle, R.B.1    Branco, M.D.2    Genton, M.G.3
  • 2
    • 77950689350 scopus 로고    scopus 로고
    • An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators
    • ARELLANO-VALLE, R. B. and GENTON, M. G. (2010) An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators, Ann. Inst. Statist. Math., 62, 363-381.
    • (2010) Ann. Inst. Statist. Math. , vol.62 , pp. 363-381
    • Arellano-Valle, R.B.1    Genton, M.G.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
    • 0001611066 scopus 로고
    • Further results on a class of distributions which includes the normal ones
    • AZZALINI, A. (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
  • 5
    • 19744373319 scopus 로고    scopus 로고
    • The skew-normal distribution and related multivariate families
    • With discussion by Marc G. Genton and a rejoinder by the author
    • AZZALINI, A. (2005) The skew-normal distribution and related multivariate families. With discussion by Marc G. Genton and a rejoinder by the author, Scand. J. Statist., 32, 159-200.
    • (2005) Scand. J. Statist. , vol.32 , pp. 159-200
    • Azzalini, A.1
  • 7
    • 0001122047 scopus 로고    scopus 로고
    • Statistical applications of the multivariate skew normal distribution
    • No. 0911.2093, 579-602
    • AZZALINI, A. and CAPITANIO, A. (1999) Statistical applications of the multivariate skew normal distribution, J. Roy. Statist. Soe. Ser. 5, 61, 579-602. Full version of the paper at http : //arXiv.org (No. 0911.2093).
    • (1999) J. Roy. Statist. Soe. Ser. , vol.5 , pp. 61
    • Azzalini, A.1    Capitanio, A.2
  • 8
    • 0037900005 scopus 로고    scopus 로고
    • Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t distribution
    • Full version of the paper at No. 0911.2342
    • AZZALINI, A. and CAPITANIO, A. (2003) Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t distribution, J. Roy. Statist. Soc. Ser. B, 65, 367-389. Full version of the paper at http ; //arXiv.org (No. 0911.2342).
    • (2003) J. Roy. Statist. Soc. Ser. B , vol.65 , pp. 367-389
    • Azzalini, A.1    Capitanio, A.2
  • 9
    • 0001417140 scopus 로고    scopus 로고
    • The multivariate skew-normal distribution
    • AZZALINI, A. and DALLA VALLE, A. (1996) The multivariate skew-normal distribution, Biometrika, 83, 715-726.
    • (1996) Biometrika , vol.83 , pp. 715-726
    • Azzalini, A.1    Dalla Valle, A.2
  • 10
    • 41849143354 scopus 로고    scopus 로고
    • Robust likelihood methods based on the skew-t and related distributions
    • AZZALINI, A. and GENTON, M. G. (2008) Robust likelihood methods based on the skew-t and related distributions, Internat. Statist. Rev., 76, 106-129.
    • (2008) Internat. Statist. Rev. , vol.76 , pp. 106-129
    • Azzalini, A.1    Genton, M.G.2
  • 11
    • 0010344639 scopus 로고    scopus 로고
    • Some results on the scalar skew-normal distribution
    • CHIOGNA, M. (1998) Some results on the scalar skew-normal distribution, J. Italian Statist. Soc., 1, 1-14.
    • (1998) J. Italian Statist. Soc. , vol.1 , pp. 1-14
    • Chiogna, M.1
  • 13
    • 24944441049 scopus 로고
    • Unbiased estimating equations derived from statistics which are functions of the data
    • COX, D. R. (1993) Unbiased estimating equations derived from statistics which are functions of the data, Biometrika, 80, 905-909.
    • (1993) Biometrika , vol.80 , pp. 905-909
    • Cox, D.R.1
  • 15
    • 0001168061 scopus 로고    scopus 로고
    • Moments of skew-normal random vectors and their quadratic forms
    • GENTON, M. G., HE, L. and Liu, X. (2001) Moments of skew-normal random vectors and their quadratic forms, Statist. Probab. Lett., 51, 319-325.
    • (2001) Statist. Probab. Lett. , vol.51 , pp. 319-325
    • Genton, M.G.1    He, L.2    Liu, X.3
  • 16
    • 19744380806 scopus 로고    scopus 로고
    • Generalized skew-elliptical distributions and their quadratic forms
    • GENTON, M. G. and 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
  • 18
    • 4043087814 scopus 로고    scopus 로고
    • A flexible class of skew-symmetric distributions
    • MA, Y. and 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
  • 19
    • 19744376609 scopus 로고    scopus 로고
    • Locally efficient semiparametric estimators for generalized skew-elliptical distributions
    • MA, Y., GENTON, M. G. and 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
  • 20
    • 33947152044 scopus 로고    scopus 로고
    • Constrained local likelihood estimators for semiparametric skew-normal distributions
    • MA, Y. and HART, J. D. (2007) Constrained local likelihood estimators for semiparametric skew-normal distributions, Biometrika, 94, 119-134.
    • (2007) Biometrika , vol.94 , pp. 119-134
    • Ma, Y.1    Hart, J.D.2
  • 21
    • 0141754343 scopus 로고    scopus 로고
    • Improving generalised estimating equations using quadratic inference functions
    • QU, A., LINDSAY, B. and Li, B. (2000) Improving generalised estimating equations using quadratic inference functions, Biometrika, 87, 823-836.
    • (2000) Biometrika , vol.87 , pp. 823-836
    • Qu, A.1    Lindsay, B.2    Li, B.3
  • 22
    • 4043103972 scopus 로고    scopus 로고
    • A skew-symmetric representation of multivariate distributions
    • WANG, J., BOYER, J. and GENTON, M. G. (2004a) 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
  • 23
    • 12344337990 scopus 로고    scopus 로고
    • A note on an equivalence between chi-square and generalized skew-normal distributions
    • WANG, J., BOYER, J. and GENTON, M. G. (2004b) A note on an equivalence between chi-square and generalized skew-normal distributions, Statist. Probab. Lett., 66, 395-398.
    • (2004) Statist. Probab. Lett. , vol.66 , pp. 395-398
    • Wang, J.1    Boyer, J.2    Genton, M.G.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.