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Some properties of skew-symmetric distributions

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  • Adelchi Azzalini
  • Giuliana Regoli

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  • Adelchi Azzalini & Giuliana Regoli, 2012. "Some properties of skew-symmetric distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(4), pages 857-879, August.
    • Handle: RePEc:spr:aistmt:v:64:y:2012:i:4:p:857-879
    DOI: 10.1007/s10463-011-0338-5
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    References listed on IDEAS

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    1. Yanyuan Ma & Marc G. Genton, 2004. "Flexible Class of Skew‐Symmetric Distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(3), pages 459-468, September.
    2. Umbach, Dale, 2006. "Some moment relationships for skew-symmetric distributions," Statistics & Probability Letters, Elsevier, vol. 76(5), pages 507-512, March.
    3. Arellano-Valle, R. B. & del Pino, G. & San Martín, E., 2002. "Definition and probabilistic properties of skew-distributions," Statistics & Probability Letters, Elsevier, vol. 58(2), pages 111-121, June.
    4. Jamalizadeh, A. & Balakrishnan, N., 2010. "Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1412-1427, July.
    5. 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.
    6. Branco, Márcia D. & Dey, Dipak K., 2001. "A General Class of Multivariate Skew-Elliptical Distributions," Journal of Multivariate Analysis, Elsevier, vol. 79(1), pages 99-113, October.
    7. Umbach, Dale, 2008. "Some moment relationships for multivariate skew-symmetric distributions," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1619-1623, September.
    8. 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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    Citations

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    Cited by:

    1. Christophe Ley, 2014. "Flexible Modelling in Statistics: Past, present and Future," Working Papers ECARES ECARES 2014-42, ULB -- Universite Libre de Bruxelles.
    2. Jorge M. Arevalillo & Hilario Navarro, 2019. "A stochastic ordering based on the canonical transformation of skew-normal vectors," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(2), pages 475-498, June.
    3. Jupp, P.E. & Regoli, G. & Azzalini, A., 2016. "A general setting for symmetric distributions and their relationship to general distributions," Journal of Multivariate Analysis, Elsevier, vol. 148(C), pages 107-119.
    4. M. C. Jones, 2015. "On Families of Distributions with Shape Parameters," International Statistical Review, International Statistical Institute, vol. 83(2), pages 175-192, August.
    5. C. J. Adcock, 2023. "The Linear Skew-t Distribution and Its Properties," Stats, MDPI, vol. 6(1), pages 1-30, February.
    6. Azzalini, Adelchi, 2022. "An overview on the progeny of the skew-normal family— A personal perspective," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    7. Reinaldo B. Arellano-Valle & Adelchi Azzalini, 2022. "Some properties of the unified skew-normal distribution," Statistical Papers, Springer, vol. 63(2), pages 461-487, April.
    8. Julio Mulero & Miguel A. Sordo & Marilia C. de Souza & Alfonso Suárez‐LLorens, 2017. "Two stochastic dominance criteria based on tail comparisons," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 33(6), pages 575-589, November.
    9. Salah H. Abid & Uday J. Quaez & Javier E. Contreras-Reyes, 2021. "An Information-Theoretic Approach for Multivariate Skew- t Distributions and Applications," Mathematics, MDPI, vol. 9(2), pages 1-13, January.

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