IDEAS home Printed from https://ideas.repec.org/r/bla/scjsta/v33y2006i3p561-574.html
   My bibliography  Save this item

On the Unification of Families of Skew‐normal Distributions

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Oh Kang Kwon & Stephen Satchell, 2019. "The analytics of momentum," Journal of Asset Management, Palgrave Macmillan, vol. 20(6), pages 433-441, October.
  2. F. Kahrari & C. S. Ferreira & R. B. Arellano-Valle, 2019. "Skew-Normal-Cauchy Linear Mixed Models," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(2), pages 185-202, December.
  3. Raúl Alejandro Morán-Vásquez & Edwin Zarrazola & Daya K. Nagar, 2022. "Some Statistical Aspects of the Truncated Multivariate Skew- t Distribution," Mathematics, MDPI, vol. 10(15), pages 1-14, August.
  4. Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023. "The Long-Run Phillips Curve is ... a Curve," Working Papers 789, DNB.
  5. Abdi, Me’raj & Madadi, Mohsen & Balakrishnan, Narayanaswamy & Jamalizadeh, Ahad, 2021. "Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness," Journal of Multivariate Analysis, Elsevier, vol. 181(C).
  6. Klaus Müller & Wolf-Dieter Richter, 2019. "On p-generalized elliptical random processes," Journal of Statistical Distributions and Applications, Springer, vol. 6(1), pages 1-37, December.
  7. Bondon, Pascal, 2009. "Estimation of autoregressive models with epsilon-skew-normal innovations," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1761-1776, September.
  8. Boris Beranger & Simone A. Padoan & Scott A. Sisson, 2017. "Models for Extremal Dependence Derived from Skew-symmetric Families," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(1), pages 21-45, March.
  9. Oh Kang Kwon & Stephen Satchell, 2020. "The Distribution of Cross Sectional Momentum Returns When Underlying Asset Returns Are Student’s t Distributed," JRFM, MDPI, vol. 13(2), pages 1-19, February.
  10. Stéphane Lhuissier, 2019. "Bayesian Inference for Markov-switching Skewed Autoregressive Models," Working papers 726, Banque de France.
  11. Azzalini, Adelchi, 2022. "An overview on the progeny of the skew-normal family— A personal perspective," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
  12. Tzy-Chy Lin & Tsung-I Lin, 2010. "Supervised learning of multivariate skew normal mixture models with missing information," Computational Statistics, Springer, vol. 25(2), pages 183-201, June.
  13. 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.
  14. 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.
  15. Bhat, Chandra R. & Astroza, Sebastian & Hamdi, Amin S., 2017. "A spatial generalized ordered-response model with skew normal kernel error terms with an application to bicycling frequency," Transportation Research Part B: Methodological, Elsevier, vol. 95(C), pages 126-148.
  16. Taeryon Choi & Hea-Jung Kim & Seongil Jo, 2016. "Bayesian variable selection approach to a Bernstein polynomial regression model with stochastic constraints," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(15), pages 2751-2771, November.
  17. Firoozeh Rivaz & Majid Jafari Khaledi, 2015. "Bayesian spatial prediction of skew and censored data via a hybrid algorithm," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(9), pages 1993-2009, September.
  18. Manabu Asai & Michael McAleer & Jun Yu, 2006. "Multivariate Stochastic Volatility," Microeconomics Working Papers 22058, East Asian Bureau of Economic Research.
  19. Cabral, Celso Rômulo Barbosa & Lachos, Víctor Hugo & Prates, Marcos O., 2012. "Multivariate mixture modeling using skew-normal independent distributions," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 126-142, January.
  20. Gaygysyz Guljanov & Willi Mutschler & Mark Trede, 2022. "Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve," CQE Working Papers 10122, Center for Quantitative Economics (CQE), University of Muenster.
  21. Siddhartha Chib & Yasuhiro Omori & Manabu Asai, 2007. "Multivariate stochastic volatility (Revised in May 2007, Handbook of Financial Time Series (Published in "Handbook of Financial Time Series" (eds T.G. Andersen, R.A. Davis, Jens-Peter Kreiss," CARF F-Series CARF-F-094, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  22. Adelchi Azzalini & Marc G. Genton, 2015. "Discussion," International Statistical Review, International Statistical Institute, vol. 83(2), pages 198-202, August.
  23. Roohollah Roozegar & Ahad Jamalizadeh & Mehdi Amiri & Tsung-I Lin, 2018. "On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution," METRON, Springer;Sapienza Università di Roma, vol. 76(1), pages 99-114, April.
  24. Yangxin Huang & Getachew Dagne, 2011. "A Bayesian Approach to Joint Mixed-Effects Models with a Skew-Normal Distribution and Measurement Errors in Covariates," Biometrics, The International Biometric Society, vol. 67(1), pages 260-269, March.
  25. Ahfock, Daniel & Pyne, Saumyadipta & Lee, Sharon X. & McLachlan, Geoffrey J., 2016. "Partial identification in the statistical matching problem," Computational Statistics & Data Analysis, Elsevier, vol. 104(C), pages 79-90.
  26. Kim, Hyoung-Moon & Maadooliat, Mehdi & Arellano-Valle, Reinaldo B. & Genton, Marc G., 2016. "Skewed factor models using selection mechanisms," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 162-177.
  27. Young, Phil D. & Kahle, David J. & Young, Dean M., 2017. "On the independence of singular multivariate skew-normal sub-vectors," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 58-62.
  28. Jose, K.K. & Naik, Shanoja R., 2008. "A class of asymmetric pathway distributions and an entropy interpretation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(28), pages 6943-6951.
  29. Kwon, Oh Kang & Satchell, Stephen, 2018. "The distribution of cross sectional momentum returns," Journal of Economic Dynamics and Control, Elsevier, vol. 94(C), pages 225-241.
  30. Marco Minozzo, 2011. "On the existence of some skew normal stationary processes," Working Papers 20/2011, University of Verona, Department of Economics.
  31. Kim, Hea-Jung, 2008. "A class of weighted multivariate normal distributions and its properties," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1758-1771, September.
  32. Arellano-Valle, Reinaldo B. & Azzalini, Adelchi, 2021. "A formulation for continuous mixtures of multivariate normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 185(C).
  33. Arellano-Valle, Reinaldo B. & Genton, Marc G. & Loschi, Rosangela H., 2009. "Shape mixtures of multivariate skew-normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(1), pages 91-101, January.
  34. Arellano-Valle, Reinaldo B. & Azzalini, Adelchi & Ferreira, Clécio S. & Santoro, Karol, 2020. "A two-piece normal measurement error model," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
  35. Arnold, Barry C. & Sarabia, José María, 2022. "Conditional specification of statistical models: Classical models, new developments and challenges," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
  36. Arellano-Valle, Reinaldo B. & Ferreira, Clécio S. & Genton, Marc G., 2018. "Scale and shape mixtures of multivariate skew-normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 166(C), pages 98-110.
  37. Jamalizadeh, A. & Balakrishnan, N. & Salehi, Mehdi, 2010. "Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 445-451, March.
  38. Huang Yangxin & Chen Jiaqing & Yan Chunning, 2012. "Mixed-Effects Joint Models with Skew-Normal Distribution for HIV Dynamic Response with Missing and Mismeasured Time-Varying Covariate," The International Journal of Biostatistics, De Gruyter, vol. 8(1), pages 1-30, November.
  39. Seokho Lee & Marc G. Genton & Reinaldo B. Arellano-Valle, 2010. "Perturbation of Numerical Confidential Data via Skew-t Distributions," Management Science, INFORMS, vol. 56(2), pages 318-333, February.
  40. Antonio Canale & Euloge Clovis Kenne Pagui & Bruno Scarpa, 2016. "Bayesian modeling of university first-year students' grades after placement test," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(16), pages 3015-3029, December.
  41. Galarza, Christian E. & Matos, Larissa A. & Castro, Luis M. & Lachos, Victor H., 2022. "Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
  42. Kim, Hyoung-Moon & Genton, Marc G., 2011. "Characteristic functions of scale mixtures of multivariate skew-normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 102(7), pages 1105-1117, August.
  43. Zareifard, Hamid & Jafari Khaledi, Majid, 2013. "Non-Gaussian modeling of spatial data using scale mixing of a unified skew Gaussian process," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 16-28.
  44. Mahmoudian, Behzad, 2018. "On the existence of some skew-Gaussian random field models," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 331-335.
  45. Young, Phil D. & Harvill, Jane L. & Young, Dean M., 2016. "A derivation of the multivariate singular skew-normal density function," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 40-45.
  46. Xie, Chuanlong & Zhu, Lixing, 2020. "Generalized kernel-based inverse regression methods for sufficient dimension reduction," Computational Statistics & Data Analysis, Elsevier, vol. 150(C).
  47. Lin, Tsung-I & McLachlan, Geoffrey J. & Lee, Sharon X., 2016. "Extending mixtures of factor models using the restricted multivariate skew-normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 398-413.
  48. Lhuissier, Stéphane, 2022. "Financial conditions and macroeconomic downside risks in the euro area," European Economic Review, Elsevier, vol. 143(C).
  49. Cabral, Celso Rômulo Barbosa & Lachos, Víctor Hugo & Zeller, Camila Borelli, 2014. "Multivariate measurement error models using finite mixtures of skew-Student t distributions," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 179-198.
  50. Bhat, Chandra R. & Dubey, Subodh K. & Nagel, Kai, 2015. "Introducing non-normality of latent psychological constructs in choice modeling with an application to bicyclist route choice," Transportation Research Part B: Methodological, Elsevier, vol. 78(C), pages 341-363.
  51. Pasricha, Puneet & He, Xin-Jiang, 2022. "Skew-Brownian motion and pricing European exchange options," International Review of Financial Analysis, Elsevier, vol. 82(C).
  52. Madadi, Mohsen & Khalilpoor, Parisa & Jamalizadeh, Ahad, 2015. "Regression mean residual life of a system with three dependent components with normal lifetimes," Statistics & Probability Letters, Elsevier, vol. 100(C), pages 182-191.
  53. Yulia V. Marchenko & Marc G. Genton, 2012. "A Heckman Selection- t Model," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(497), pages 304-317, March.
  54. Kahrari, F. & Rezaei, M. & Yousefzadeh, F. & Arellano-Valle, R.B., 2016. "On the multivariate skew-normal-Cauchy distribution," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 80-88.
  55. Cabral, Celso Rômulo Barbosa & da-Silva, Cibele Queiroz & Migon, Helio S., 2014. "A dynamic linear model with extended skew-normal for the initial distribution of the state parameter," Computational Statistics & Data Analysis, Elsevier, vol. 74(C), pages 64-80.
  56. Murray, Paula M. & Browne, Ryan P. & McNicholas, Paul D., 2017. "Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering," Journal of Multivariate Analysis, Elsevier, vol. 161(C), pages 141-156.
  57. Vittadini, Giorgio & Sturaro, Caterina & Folloni, Giuseppe, 2022. "Non-Cognitive Skills and Cognitive Skills to measure school efficiency," Socio-Economic Planning Sciences, Elsevier, vol. 81(C).
  58. Jamalizadeh, A. & Mehrali, Y. & Balakrishnan, N., 2009. "Recurrence relations for bivariate t and extended skew-t distributions and an application to order statistics from bivariate t," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4018-4027, October.
  59. Javed, Farrukh & Mazur, Stepan & Thorsén, Erik, 2021. "Tangency portfolio weights under a skew-normal model in small and large dimensions," Working Papers 2021:13, Örebro University, School of Business.
  60. Huang Yangxin & Chen Ren & Dagne Getachew, 2011. "Simultaneous Bayesian Inference for Linear, Nonlinear and Semiparametric Mixed-Effects Models with Skew-Normality and Measurement Errors in Covariates," The International Journal of Biostatistics, De Gruyter, vol. 7(1), pages 1-28, January.
  61. C. Adcock, 2010. "Asset pricing and portfolio selection based on the multivariate extended skew-Student-t distribution," Annals of Operations Research, Springer, vol. 176(1), pages 221-234, April.
  62. Bufalo, Michele & NIGRI, ANDREA, 2024. "Trimodal extension based on the flexible generalized skew-normal distribution," OSF Preprints axu6g, Center for Open Science.
  63. Jamalizadeh, A. & Balakrishnan, N., 2009. "Prediction in a trivariate normal distribution via a linear combination of order statistics," Statistics & Probability Letters, Elsevier, vol. 79(21), pages 2289-2296, November.
  64. Barry C. Arnold & Robert J. Beaver, 2007. "Skewing Around: Relationships Among Classes of Skewed Distributions," Methodology and Computing in Applied Probability, Springer, vol. 9(2), pages 153-162, June.
  65. Angela Montanari & Cinzia Viroli, 2010. "A skew-normal factor model for the analysis of student satisfaction towards university courses," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(3), pages 473-487.
  66. Bellio, Ruggero & Grassetti, Luca, 2011. "Semiparametric stochastic frontier models for clustered data," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 71-83, January.
  67. Michal Burzynski, 2020. "Labor Market Sorting: The Medium-Term Economic Impact of COVID-19," LISER Working Paper Series 2020-13, Luxembourg Institute of Socio-Economic Research (LISER).
  68. Michael Kalkbrener & Akwum Onwunta, 2009. "Validating Structural Credit Portfolio Models," Working Papers 014, COMISEF.
  69. Lin, Tsung I. & Ho, Hsiu J. & Chen, Chiang L., 2009. "Analysis of multivariate skew normal models with incomplete data," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2337-2351, November.
  70. Adjin, K. Christophe & Henning, Christian H. C. A., 2020. "Climate variability and farm inefficiency: A spatial stochastic frontier analysis of Senegalese agriculture," Working Papers of Agricultural Policy WP2020-09, University of Kiel, Department of Agricultural Economics, Chair of Agricultural Policy.
  71. Adcock, C.J., 2014. "Mean–variance–skewness efficient surfaces, Stein’s lemma and the multivariate extended skew-Student distribution," European Journal of Operational Research, Elsevier, vol. 234(2), pages 392-401.
  72. Arellano-Valle, Reinaldo B. & Azzalini, Adelchi, 2008. "The centred parametrization for the multivariate skew-normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 99(7), pages 1362-1382, August.
  73. Kim, Hyoung-Moon & Ryu, Duchwan & Mallick, Bani K. & Genton, Marc G., 2014. "Mixtures of skewed Kalman filters," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 228-251.
  74. Phil D. Young & Joshua D. Patrick & John A. Ramey & Dean M. Young, 2020. "An Alternative Matrix Skew-Normal Random Matrix and Some Properties," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 82(1), pages 28-49, February.
  75. Jafari Khaledi, Majid & Zareifard, Hamid & Boojari, Hossein, 2023. "A spatial skew-Gaussian process with a specified covariance function," Statistics & Probability Letters, Elsevier, vol. 192(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.