Semantic Scholar Open Access 2003 1522 sitasi

Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution

A. Azzalini A. Capitanio

Abstrak

Summary. A fairly general procedure is studied to perturb a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non‐symmetric densities. The approach is sufficiently general to encompass some recent proposals in the literature, variously related to the skew normal distribution. The special case of skew elliptical densities is examined in detail, establishing connections with existing similar work. The final part of the paper specializes further to a form of multivariate skew t‐density. Likelihood inference for this distribution is examined, and it is illustrated with numerical examples.

Topik & Kata Kunci

Mathematics

Penulis (2)

A. Azzalini

A. Capitanio

Format Sitasi

APA MLA BibTeX

Azzalini, A., Capitanio, A. (2003). Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution. https://doi.org/10.1111/1467-9868.00391

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Informasi Jurnal

Tahun Terbit: 2003
Bahasa: en
Total Sitasi: 1522×
Sumber Database: Semantic Scholar
DOI: 10.1111/1467-9868.00391
Akses: Open Access ✓