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Invariance-based estimating equations for skew-symmetric distributions

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  • Adelchi Azzalini
  • Marc G. Genton
  • Bruno Scarpa

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  • Adelchi Azzalini & Marc G. Genton & Bruno Scarpa, 2010. "Invariance-based estimating equations for skew-symmetric distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 275-298.
    • Handle: RePEc:mtn:ancoec:100305
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    References listed on IDEAS

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    1. Reinaldo Arellano-Valle & Marc Genton, 2010. "An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(2), pages 363-381, April.
    2. Monica Chiogna, 1998. "Some results on the scalar Skew-normal distribution," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 7(1), pages 1-13, April.
    3. Genton, Marc G. & He, Li & Liu, Xiangwei, 2001. "Moments of skew-normal random vectors and their quadratic forms," Statistics & Probability Letters, Elsevier, vol. 51(4), pages 319-325, February.
    4. Wang, Jiuzhou & Boyer, Joseph & Genton, Marc G., 2004. "A note on an equivalence between chi-square and generalized skew-normal distributions," Statistics & Probability Letters, Elsevier, vol. 66(4), pages 395-398, March.
    5. Adelchi Azzalini & Marc G. Genton, 2008. "Robust Likelihood Methods Based on the Skew‐t and Related Distributions," International Statistical Review, International Statistical Institute, vol. 76(1), pages 106-129, April.
    6. Marc Genton & Nicola Loperfido, 2005. "Generalized skew-elliptical distributions and their quadratic forms," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(2), pages 389-401, June.
    7. A. Azzalini & A. Capitanio, 1999. "Statistical applications of the multivariate skew normal distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(3), pages 579-602.
    8. Ma, Yanyuan & Genton, Marc G. & Tsiatis, Anastasios A., 2005. "Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 980-989, September.
    9. Adelchi Azzalini & Antonella Capitanio, 2003. "Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 367-389, May.
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    Cited by:

    1. Azzalini, Adelchi, 2022. "An overview on the progeny of the skew-normal family— A personal perspective," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    2. Balakrishnan, N. & Capitanio, A. & Scarpa, B., 2014. "A test for multivariate skew-normality based on its canonical form," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 19-32.
    3. Cornelis J. Potgieter, 2020. "Density deconvolution for generalized skew-symmetric distributions," Journal of Statistical Distributions and Applications, Springer, vol. 7(1), pages 1-20, December.
    4. Cornelis J. Potgieter & Marc G. Genton, 2013. "Characteristic Function-based Semiparametric Inference for Skew-symmetric Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 471-490, September.

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