On the canonical form of scale mixtures of skew-normal distributions

DOI10.6092/issn.1973-2201/11591arXiv1207.0797OpenAlexW3091666989MaRDI QIDQ6100929

Antonella Capitanio

Publication date: 31 May 2023

Full work available at URL: https://arxiv.org/abs/1207.0797

zbMATH Keywords

kurtosisskewnessskew-normal distributionaffine invariancescale mixtures of normal distributionsMardia indices of multivariate skewness and kurtosisskew t distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (6)

Reverse stress testing in skew-elliptical models ⋮ Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function ⋮ A multivariate skew-normal-Tukey-\(h\) distribution ⋮ New insights on the multivariate skew exponential power distribution ⋮ A stochastic ordering based on the canonical transformation of skew-normal vectors ⋮ An overview on the progeny of the skew-normal family -- a personal perspective

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Invariant Co-Ordinate Selection
• Corrigendum to: ``Moments of random vectors with skew \(t\) distribution and their quadratic forms
• A note on scale mixtures of skew normal distribution
• Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
• Some properties of skew-symmetric distributions
• The multivariate skew-slash distribution
• Robust Likelihood Methods Based on the Skew-t and Related Distributions
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Measures of multivariate skewness and kurtosis with applications
• Moments of skew-normal random vectors and their quadratic forms
• A general class of multivariate skew-elliptical distributions

This page was built for publication: On the canonical form of scale mixtures of skew-normal distributions