Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions
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Volume (Year): 75 (2012)
Issue (Month): 2 (February)
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References listed on IDEAS
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- 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.
- An, Mark Yuying, 1995.
"Logconcavity versus Logconvexity: A Complete Characterization,"
95-03, Duke University, Department of Economics.
- An, Mark Yuying, 1998. "Logconcavity versus Logconvexity: A Complete Characterization," Journal of Economic Theory, Elsevier, vol. 80(2), pages 350-369, June.
- Taizhong Hu & Ying Li, 2007. "Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 65(3), pages 325-330, May.
- Bagnoli, M. & Bergstrom, T., 1989.
"Log-Concave Probability And Its Applications,"
89-23, Michigan - Center for Research on Economic & Social Theory.
- Gupta, Pushpa L. & Gupta, Ramesh C., 1997. "On the Multivariate Normal Hazard," Journal of Multivariate Analysis, Elsevier, vol. 62(1), pages 64-73, July.
- Jorge Navarro & Moshe Shaked, 2010. "Some properties of the minimum and the maximum of random variables with joint logconcave distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(3), pages 313-317, May.
- Arjun Gupta & John Chen, 2004. "A class of multivariate skew-normal models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 56(2), pages 305-315, June.
- Yadegari, Iraj & Gerami, Abbas & Khaledi, Majid Jafari, 2008. "A generalization of the Balakrishnan skew-normal distribution," Statistics & Probability Letters, Elsevier, vol. 78(10), pages 1165-1167, August.
- Ma, Chunsheng, 2000. "A Note on the Multivariate Normal Hazard," Journal of Multivariate Analysis, Elsevier, vol. 73(2), pages 282-283, May.
- Adelchi Azzalini, 2005. "The Skew-normal Distribution and Related Multivariate Families," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(2), pages 159-188.
- Ramesh Gupta & Rameshwar Gupta, 2004. "Generalized skew normal model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(2), pages 501-524, December.
- Jamalizadeh, A. & Behboodian, J. & Balakrishnan, N., 2008. "A two-parameter generalized skew-normal distribution," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1722-1726, September.
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