Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10524896 | Journal of Statistical Planning and Inference | 2012 | 16 Pages |
Abstract
The representations of the skewed normal distribution given in Propositions 1-4 in Genton (Ed., 2004) are considered here from a unified geometric point of view and are, based upon this, generalized in two respects. On the one hand, the four concrete representations motivate us for a unified and much more general algebraic-geometric representation of the skewed normal distribution (Theorems 1 and 2 as well as Remarks 2 and 3); on the other hand, the mentioned representations are generalized to the elliptically contoured case (Propositions and Corollaries 1c-4c).
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Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Thomas Günzel, Wolf-Dieter Richter, Stefan Scheutzow, Kay Schicker, John Venz,