IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this article or follow this journal

On fundamental skew distributions

  • Arellano-Valle, Reinaldo B.
  • Genton, Marc G.
Registered author(s):

    A new class of multivariate skew-normal distributions, fundamental skew-normal distributions and their canonical version, is developed. It contains the product of independent univariate skew-normal distributions as a special case. Stochastic representations and other main properties of the associated distribution theory of linear and quadratic forms are considered. A unified procedure for extending this class to other families of skew distributions such as the fundamental skew-symmetric, fundamental skew-elliptical, and fundamental skew-spherical class of distributions is also discussed.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL: http://www.sciencedirect.com/science/article/B6WK9-4DVT7MK-2/2/b3ce28c9259ba7f19cfbee726939dfa3
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 96 (2005)
    Issue (Month): 1 (September)
    Pages: 93-116

    as
    in new window

    Handle: RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116
    Contact details of provider: Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description

    Order Information: Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
    Web: https://shop.elsevier.com/order?id=622892&ref=622892_01_ooc_1&version=01

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

    as in new window
    1. Loperfido, Nicola, 2001. "Quadratic forms of skew-normal random vectors," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 381-387, October.
    2. Arnold, Barry C. & Beaver, Robert J., 2000. "The skew-Cauchy distribution," Statistics & Probability Letters, Elsevier, vol. 49(3), pages 285-290, September.
    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.
    4. 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.
    5. Arellano-Valle, Reinaldo B. & Bolfarine, Heleno, 1995. "On some characterizations of the t-distribution," Statistics & Probability Letters, Elsevier, vol. 25(1), pages 79-85, October.
    6. 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.
    7. Barry Arnold & Robert Beaver & A. Azzalini & N. Balakrishnan & A. Bhaumik & D. Dey & C. Cuadras & J. Sarabia & Barry Arnold & Robert Beaver, 2002. "Skewed multivariate models related to hidden truncation and/or selective reporting," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 11(1), pages 7-54, June.
    8. 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.
    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.
    10. M. C. Jones & M. J. Faddy, 2003. "A skew extension of the "t"-distribution, with applications," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 159-174.
    11. 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.
    12. Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
    Full references (including those not matched with items on IDEAS)

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:96:y:2005:i:1:p:93-116. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.