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On fundamental skew distributions

Citations

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Cited by:

  1. Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011. "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
  2. Hanze Zhang & Yangxin Huang, 2020. "Quantile regression-based Bayesian joint modeling analysis of longitudinal–survival data, with application to an AIDS cohort study," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(2), pages 339-368, April.
  3. Penev, Spiridon & Shevchenko, Pavel V. & Wu, Wei, 2019. "The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion," European Journal of Operational Research, Elsevier, vol. 273(2), pages 772-784.
  4. 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.
  5. Arellano-Valle, R.B. & Ozan, S. & Bolfarine, H. & Lachos, V.H., 2005. "Skew normal measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 96(2), pages 265-281, October.
  6. Kheradmandi, Ameneh & Rasekh, Abdolrahman, 2015. "Estimation in skew-normal linear mixed measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 1-11.
  7. Chénangnon Frédéric Tovissodé & Aliou Diop & Romain Glèlè Kakaï, 2021. "Inference in skew generalized t-link models for clustered binary outcome via a parameter-expanded EM algorithm," PLOS ONE, Public Library of Science, vol. 16(4), pages 1-31, April.
  8. Reinaldo B. Arellano-Valle & Marc G. Genton, 2010. "Multivariate extended skew-t distributions and related families," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 201-234.
  9. Reinaldo B. Arellano-Valle & Javier E. Contreras-Reyes & Freddy O. López Quintero & Abel Valdebenito, 2019. "A skew-normal dynamic linear model and Bayesian forecasting," Computational Statistics, Springer, vol. 34(3), pages 1055-1085, September.
  10. Mohsen Maleki & Darren Wraith & Reinaldo B. Arellano-Valle, 2019. "A flexible class of parametric distributions for Bayesian linear mixed models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(2), pages 543-564, June.
  11. Marjan Mansourian & Anoshirvan Kazemnejad & Iraj Kazemi & Farid Zayeri & Masoud Soheilian, 2012. "Bayesian analysis of longitudinal ordered data with flexible random effects using McMC: application to diabetic macular Edema data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(5), pages 1087-1100, November.
  12. Reyhaneh Rikhtehgaran & Iraj Kazemi, 2013. "Semi-parametric Bayesian estimation of mixed-effects models using the multivariate skew-normal distribution," Computational Statistics, Springer, vol. 28(5), pages 2007-2027, October.
  13. Dagne Getachew & Huang Yangxin, 2012. "Bayesian inference for a nonlinear mixed-effects Tobit model with multivariate skew-t distributions: application to AIDS studies," The International Journal of Biostatistics, De Gruyter, vol. 8(1), pages 1-24, September.
  14. Getachew A. Dagne, 2021. "Bayesian Quantile Bent-Cable Growth Models for Longitudinal Data with Skewness and Detection Limit," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 13(1), pages 129-141, April.
  15. Kalyan Das & Mohamad Elmasri & Arusharka Sen, 2016. "A Skew-normal copula-driven GLMM," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 70(4), pages 396-413, November.
  16. Murray, Paula M. & Browne, Ryan P. & McNicholas, Paul D., 2017. "A mixture of SDB skew-t factor analyzers," Econometrics and Statistics, Elsevier, vol. 3(C), pages 160-168.
  17. 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.
  18. M. C. Jones, 2015. "On Families of Distributions with Shape Parameters," International Statistical Review, International Statistical Institute, vol. 83(2), pages 175-192, August.
  19. Azzalini, Adelchi, 2022. "An overview on the progeny of the skew-normal family— A personal perspective," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
  20. Arellano-Valle, Reinaldo B. & Genton, Marc G., 2008. "On the exact distribution of the maximum of absolutely continuous dependent random variables," Statistics & Probability Letters, Elsevier, vol. 78(1), pages 27-35, January.
  21. Sharon Lee & Geoffrey McLachlan, 2013. "Model-based clustering and classification with non-normal mixture distributions," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(4), pages 427-454, November.
  22. 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.
  23. 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.
  24. Sharon X. Lee & Tsung-I Lin & Geoffrey J. McLachlan, 2021. "Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(2), pages 481-512, June.
  25. Murray, Paula M. & Browne, Ryan P. & McNicholas, Paul D., 2019. "Note of Clarification on ‘Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering’, by Murray, Browne, and McNicholas, J. Multivariate Anal. 161 (2017," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 475-476.
  26. Fang, B.Q., 2008. "Noncentral matrix quadratic forms of the skew elliptical variables," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1105-1127, July.
  27. Arellano-Valle, Reinaldo B. & Genton, Marc G., 2007. "On the exact distribution of linear combinations of order statistics from dependent random variables," Journal of Multivariate Analysis, Elsevier, vol. 98(10), pages 1876-1894, November.
  28. 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.
  29. Kahrari, F. & Arellano-Valle, R.B. & Rezaei, M. & Yousefzadeh, F., 2017. "Scale mixtures of skew-normal-Cauchy distributions," Statistics & Probability Letters, Elsevier, vol. 126(C), pages 1-6.
  30. Reinaldo B. Arellano-Valle & Adelchi Azzalini, 2022. "Some properties of the unified skew-normal distribution," Statistical Papers, Springer, vol. 63(2), pages 461-487, April.
  31. Hossein Boojari & Majid Khaledi & Firoozeh Rivaz, 2016. "A non-homogeneous skew-Gaussian Bayesian spatial model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 25(1), pages 55-73, March.
  32. Müller K. & Richter W.-D., 2017. "Exact distributions of order statistics from ln,p-symmetric sample distributions," Dependence Modeling, De Gruyter, vol. 5(1), pages 221-245, August.
  33. Yangxin Huang & Tao Lu, 2017. "Bayesian inference on partially linear mixed-effects joint models for longitudinal data with multiple features," Computational Statistics, Springer, vol. 32(1), pages 179-196, March.
  34. 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.
  35. Contreras-Reyes, Javier E., 2014. "Asymptotic form of the Kullback–Leibler divergence for multivariate asymmetric heavy-tailed distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 395(C), pages 200-208.
  36. Jana, Sayantee & Balakrishnan, Narayanaswamy & Hamid, Jemila S., 2018. "Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 166(C), pages 111-128.
  37. 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.
  38. Corrado Crocetta & Nicola Loperfido, 2005. "The exact sampling distribution of L-statistics," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 213-223.
  39. 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.
  40. Reinaldo B. Arellano-Valle, 2010. "On the information matrix of the multivariate skew-t model," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 371-386.
  41. Hok Shing Kwong & Saralees Nadarajah, 2022. "A New Robust Class of Skew Elliptical Distributions," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1669-1691, September.
  42. Thomas R. Allen Corns & Stephen E. Satchell, 2010. "Modelling conditional heteroskedasticity and skewness using the skew-normal distribution," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 251-263.
  43. Young-Hwan You & Yong-An Jung & Sung-Hun Lee & Intae Hwang, 2022. "Complexity-Efficient Coherent Physical Cell Identity Detection Method for Cellular IoT Systems," Mathematics, MDPI, vol. 10(16), pages 1-18, August.
  44. 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.
  45. Lee, Sharon X. & McLachlan, Geoffrey J., 2021. "On formulations of skew factor models: Skew factors and/or skew errors," Statistics & Probability Letters, Elsevier, vol. 168(C).
  46. Lourdes Montenegro & Víctor Lachos & Heleno Bolfarine, 2010. "Inference for a skew extension of the Grubbs model," Statistical Papers, Springer, vol. 51(3), pages 701-715, September.
  47. 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.
  48. 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.
  49. Spiridon Penev & Pavel V. Shevchenko & Wei Wu, 2021. "The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion," Papers 2108.02633, arXiv.org.
  50. 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.
  51. Paula M. Murray & Ryan P. Browne & Paul D. McNicholas, 2020. "Mixtures of Hidden Truncation Hyperbolic Factor Analyzers," Journal of Classification, Springer;The Classification Society, vol. 37(2), pages 366-379, July.
  52. McLachlan, Geoffrey J. & Lee, Sharon X., 2016. "Comment on “On nomenclature, and the relative merits of two formulations of skew distributions” by A. Azzalini, R. Browne, M. Genton, and P. McNicholas," Statistics & Probability Letters, Elsevier, vol. 116(C), pages 1-5.
  53. Zhongwei Zhang & Reinaldo B. Arellano‐Valle & Marc G. Genton & Raphaël Huser, 2023. "Tractable Bayes of skew‐elliptical link models for correlated binary data," Biometrics, The International Biometric Society, vol. 79(3), pages 1788-1800, September.
  54. Altemir Silva Braga & Gauss M. Cordeiro & Edwin M. M. Ortega & Giovana O. Silva, 2017. "The Odd Log-Logistic Student t Distribution: Theory and Applications," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 22(4), pages 615-639, December.
  55. Wan-Lun Wang & Tsung-I Lin, 2022. "Robust clustering of multiply censored data via mixtures of t factor analyzers," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(1), pages 22-53, March.
  56. Tao Lu, 2017. "Bayesian inference on longitudinal-survival data with multiple features," Computational Statistics, Springer, vol. 32(3), pages 845-866, September.
  57. 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.
  58. 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.
  59. Wan-Lun Wang & Tsung-I Lin, 2023. "Model-based clustering via mixtures of unrestricted skew normal factor analyzers with complete and incomplete data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(3), pages 787-817, September.
  60. 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.
  61. Sreenivasa Rao Jammalamadaka & Emanuele Taufer & Gyorgy H. Terdik, 2021. "On Multivariate Skewness and Kurtosis," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 607-644, August.
  62. 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.
  63. 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).
  64. Valeriano, Katherine A.L. & Galarza, Christian E. & Matos, Larissa A. & Lachos, Victor H., 2023. "Likelihood-based inference for the multivariate skew-t regression with censored or missing responses," Journal of Multivariate Analysis, Elsevier, vol. 196(C).
  65. 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.
  66. Sharon Lee & Geoffrey McLachlan, 2013. "On mixtures of skew normal and skew $$t$$ -distributions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 7(3), pages 241-266, September.
  67. repec:hal:journl:peer-00815562 is not listed on IDEAS
  68. 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.
  69. Wan-Lun Wang & Luis M. Castro & Yen-Ting Chang & Tsung-I Lin, 2019. "Mixtures of restricted skew-t factor analyzers with common factor loadings," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(2), pages 445-480, June.
  70. Wan-Lun Wang & Ahad Jamalizadeh & Tsung-I Lin, 2020. "Finite mixtures of multivariate scale-shape mixtures of skew-normal distributions," Statistical Papers, Springer, vol. 61(6), pages 2643-2670, December.
  71. Francisco H. C. Alencar & Christian E. Galarza & Larissa A. Matos & Victor H. Lachos, 2022. "Finite mixture modeling of censored and missing data using the multivariate skew-normal distribution," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 16(3), pages 521-557, September.
  72. Lee, Sharon X. & McLachlan, Geoffrey J., 2022. "An overview of skew distributions in model-based clustering," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
  73. Tsung-I Lin & I-An Chen & Wan-Lun Wang, 2023. "A robust factor analysis model based on the canonical fundamental skew-t distribution," Statistical Papers, Springer, vol. 64(2), pages 367-393, April.
  74. 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.
  75. Yangxin Huang & X. Hu & Getachew Dagne, 2014. "Jointly modeling time-to-event and longitudinal data: a Bayesian approach," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(1), pages 95-121, March.
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