Canonical transformations of skew-normal variates

DOI10.1007/s11749-009-0146-xzbMath1203.62102OpenAlexW1963640765MaRDI QIDQ619167

Nicola M. R. Loperfido

Publication date: 22 January 2011

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-009-0146-x

zbMATH Keywords

kurtosisskewnessprincipal components analysisnormalizing transformationsindependent components analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (19)

A derivation of the multivariate singular skew-normal density function ⋮ On the multivariate skew-normal-Cauchy distribution ⋮ A new kurtosis matrix, with statistical applications ⋮ Testing for Normality When the Sampled Distribution Is Extended Skew-Normal ⋮ Skewness-based projection pursuit: a computational approach ⋮ Third cumulant for multivariate aggregate claim models ⋮ Generalized skew-elliptical distributions are closed under affine transformations ⋮ Data projections by skewness maximization under scale mixtures of skew-normal vectors ⋮ New insights on the multivariate skew exponential power distribution ⋮ Skew-normal distribution in the multivariate null intercept measurement error model ⋮ Self-consistency and a generalized principal subspace theorem ⋮ Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection ⋮ On the independence of singular multivariate skew-normal sub-vectors ⋮ Linear transformations to symmetry ⋮ A stochastic ordering based on the canonical transformation of skew-normal vectors ⋮ A note on the coefficients of elliptical random variables ⋮ A note on the direction maximizing skewness in multivariate skew-t vectors ⋮ Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions ⋮ On Parametrization of Multivariate Skew-Normal Distribution

Uses Software

• sn

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Limit distributions for measures of multivariate skewness and kurtosis based on projections
• A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function
• Tail probabilities of the maxima of multilinear forms and their applications.
• Quadratic forms in skew normal variates
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• Two statistics for testing for multivariate normality
• A test for the hypothesis of skew-normality in a population
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• A new class of multivariate skew distributions with applications to bayesian regression models
• Problems of inference for Azzalini's skewnormal distribution
• Cluster Identification Using Projections
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• IMPROVED MINIMAX ESTIMATOR OF COVARIANCE WHEN ADDITIONAL INFORMATION IS AVAILABLE ON SOME COORDINATES
• Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data
• The Skew-normal Distribution and Related Multivariate Families*
• Measures of multivariate skewness and kurtosis with applications
• A general class of multivariate skew-elliptical distributions

This page was built for publication: Canonical transformations of skew-normal variates