The new unified representation of multivariate skewed distributions

DOI10.1080/02331888.2011.577896zbMath1440.62177OpenAlexW2030631867MaRDI QIDQ5299467

A. Abtahi, Mina Towhidi

Publication date: 25 June 2013

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2011.577896

zbMATH Keywords

modalityselection mechanismmultivariate inverse probability integral transformation (Rosenblatt transformation)multivariate skew-symmetric distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (3)

Flexible asymmetric multivariate distributions based on two-piece univariate distributions ⋮ On relative skewness for multivariate distributions ⋮ Multivariate log-skewed distributions with normal kernel and their applications

Cites Work

• Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• On fundamental skew distributions
• Families of Multivariate Distributions Involving the Rosenblatt Construction
• On the Unification of Families of Skew-normal Distributions
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• A unified view on skewed distributions arising from selections
• The Skew-normal Distribution and Related Multivariate Families*
• A Constructive Representation of Univariate Skewed Distributions
• A general class of multivariate skew-elliptical distributions

This page was built for publication: The new unified representation of multivariate skewed distributions