Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10524611 | Journal of Multivariate Analysis | 2005 | 24 Pages |
Abstract
A new class of multivariate skew-normal distributions, fundamental skew-normal distributions and their canonical version, is developed. It contains the product of independent univariate skew-normal distributions as a special case. Stochastic representations and other main properties of the associated distribution theory of linear and quadratic forms are considered. A unified procedure for extending this class to other families of skew distributions such as the fundamental skew-symmetric, fundamental skew-elliptical, and fundamental skew-spherical class of distributions is also discussed.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Reinaldo B. Arellano-Valle, Marc G. Genton,