Skew Elliptical Distributions And Their Applications A Journey Beyond Normality Pdf

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Skew-elliptical distributions and their applications: a journey beyond normality

Citazioni per anno. Citazioni duplicate. I seguenti articoli sono uniti in Scholar. Le loro citazioni combinate sono conteggiate solo per il primo articolo. Citazioni unite. Questo conteggio "Citato da" include citazioni ai seguenti articoli in Scholar.

JUAN F. Email: jolivares mat. Profesor asociado. Email: delal mat. Email: hgomez uantof.

This paper constructs a family of multivariate distributions which extends the class of generalized skew-elliptical GSE distributions, introduced by Azzalini and Capitanio J. The extended GSE family is particularly relevant whenever the need arises to model data by skewed distributions, as is the case in actuarial science, risk management and other branches of science. The paper also generalizes the skew-normal distribution in the sense of Azzalini and Dalla Valle Biometrika , 83 , —, Furthermore, for estimation purposes, the maximum likelihood equations are derived. Finally, a numerical examples is provided which demonstrates that the extended GSE distribution offers a better fit in comparison to the GSE distribution.

On an Absolute Autoregressive Model and Skew Symmetric Distributions

David E. Amanda S. Journal of Computational and Graphical Statistics 15 3 , , Journal of machine learning research 2 Dec , , Journal of Computational and Graphical Statistics 20 2 , , Monographs On Statistics and Applied Probability , ,

By exploiting the connection between a popular construction of a well-known skew-normal distribution and an absolute autoregressive process, we show how the stochastic process approach can lead to other skew symmetric distributions, including a skew-Cauchy distribution and some singular distributions. In so doing, we also correct an erroneous skew-Cauchy-distribution in the literature. We discuss the estimation, for dependent data, of the key parameter relating to the skewness. On asymptotic distributions of estimates of parameters of stochastic difference equations. The Annals of Mathematical Statistics, 30, no.


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Multivariate log-skew-elliptical distributions with applications to precipitation data.

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Proyecciones Journal of Mathematics Vol. An extension of the skew-generalized normal distribution and its derivation.

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