A note on the parameterization of multivariate skewed-normal distributions

DOI10.1214/11-BJPS159zbMath1319.62106OpenAlexW2010021764MaRDI QIDQ1930647

Reinaldo B. Arellano-Valle, Ernesto San Martín, Luis Mauricio Castro

Publication date: 11 January 2013

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1350394632

zbMATH Keywords

identificationminimal sufficient parametermultivariate skewed-normal distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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Cites Work

• Unnamed Item
• On the Unification of Families of Skew-normal Distributions
• Some Connections Between the Theory of Sufficient Statistics and the Identifiability Problem
• The multivariate skew-normal distribution
• Graphical models for skew‐normal variates
• The Skew-normal Distribution and Related Multivariate Families*
• Some Inequalities on Mill's Ratio and Related Functions

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