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Survey of developments in the theory of continuous skewed distributions

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Samuel Kotz
Donatella Vicari
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File URL: ftp://metron.sta.uniroma1.it/RePEc/articoli/2005-2-225-261.pdf
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Article provided by Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome in its journal Metron.

Volume (Year): LXIII (2005)
Issue (Month): 2 ()
Pages: 225-261
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Handle: RePEc:mtn:ancoec:050205

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  1. Fang, B. Q., 2003. "The skew elliptical distributions and their quadratic forms," Journal of Multivariate Analysis, Elsevier, vol. 87(2), pages 298-314, November. [Downloadable!] (restricted)
  2. 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. [Downloadable!] (restricted)
  3. Gupta, Arjun K. & González-Farías, Graciela & Domínguez-Molina, J. Armando, 2004. "A multivariate skew normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 89(1), pages 181-190, April. [Downloadable!] (restricted)
  4. Adelchi Azzalini, 2001. "A note on regions of given probability of the skew-normal distribution," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3-4), pages 26-34. [Downloadable!]
  5. Loperfido, Nicola, 2001. "Quadratic forms of skew-normal random vectors," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 381-387, October. [Downloadable!] (restricted)
  6. Anna Clara Monti, 2003. "A note on the estimation of the skew normal and the skew exponential power distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 205-219. [Downloadable!]
  7. Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter, 1977. "Formulation and estimation of stochastic frontier production function models," Journal of Econometrics, Elsevier, vol. 6(1), pages 21-37, July. [Downloadable!] (restricted)
  8. Arjun Gupta & John Chen, 2004. "A class of multivariate skew-normal models," Annals of the Institute of Statistical Mathematics, Springer, vol. 56(2), pages 305-315, June. [Downloadable!] (restricted)
  9. Nadarajah, Saralees & Kotz, Samuel, 2003. "Skewed distributions generated by the normal kernel," Statistics & Probability Letters, Elsevier, vol. 65(3), pages 269-277, November. [Downloadable!] (restricted)
  10. 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 and Swedish Statistical Association, vol. 31(3), pages 459-468. [Downloadable!] (restricted)
  11. 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. [Downloadable!] (restricted)
  12. Marc Genton & Nicola Loperfido, 2005. "Generalized skew-elliptical distributions and their quadratic forms," Annals of the Institute of Statistical Mathematics, Springer, vol. 57(2), pages 389-401, June. [Downloadable!] (restricted)
  13. Liseo, Brunero & Loperfido, Nicola, 2003. "A Bayesian interpretation of the multivariate skew-normal distribution," Statistics & Probability Letters, Elsevier, vol. 61(4), pages 395-401, February. [Downloadable!] (restricted)
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