On Describing Multivariate Skewness: A Directional Approach
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References listed on IDEAS
- Ferreira, Jose T.A.S. & Steel, Mark F.J., 2007.
"Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers,"
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Elsevier, vol. 137(2), pages 641-673, April.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics 0404005, EconWPA.
- Oja, Hannu, 1983. "Descriptive statistics for multivariate distributions," Statistics & Probability Letters, Elsevier, vol. 1(6), pages 327-332, October.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- José T. A. S. Ferreira & Mark F. J. Steel, 2005.
"Modelling directional dispersion through hyperspherical log-splines,"
Journal of the Royal Statistical Society Series B,
Royal Statistical Society, vol. 67(4), pages 599-616.
- J.T.A.S. Ferreira & M.F.J. Steel, 2004. "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics 0410006, EconWPA.
- Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2015.
"Independent Factor Autoregressive Conditional Density Model,"
Taylor & Francis Journals, vol. 34(5), pages 594-616, May.
- Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2012. "Independent Factor Autoregressive Conditional Density Model," DEM Working Papers Series 021, University of Pavia, Department of Economics and Management.
More about this item
KeywordsBayesian methods; Multivariate distribution; Multivariate regression; Prior elicitation; Skewness.;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-09-30 (All new papers)
- NEP-ECM-2004-09-30 (Econometrics)
- NEP-ETS-2004-09-30 (Econometric Time Series)
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