On relative skewness for multivariate distributions

DOI10.1007/s11749-015-0436-4zbMath1358.60024OpenAlexW1999152358MaRDI QIDQ905108

Julio Mulero, Felix Belzunce, José-María Ruiz, Alfonso Suárez-Llorens

Publication date: 14 January 2016

Published in: Test (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10045/58139

zbMATH Keywords

copulamultivariate convex ordermultivariate quantile transformrelative skewnessstandard construction

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05)

Related Items

Shape measures based on the convex transform order, A stochastic ordering based on the canonical transformation of skew-normal vectors

Uses Software

• sn

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate skewing mechanisms: a unified perspective based on the transformation approach
• Some new constructions of bivariate Weibull models
• Stochastic orders
• Families of distributions arising from distributions of order statistics
• Skewness and asymmetry: Measures and orderings
• The comparison method for stochastic processes
• An introduction to copulas. Properties and applications
• Marginal distributions of sequential and generalized order statistics
• A multivariate dispersion ordering based on quantiles more widely separated
• Nonparametric multivariate descriptive measures based on spatial quantiles
• A concept of generalized order statistics
• Life distributions. Structure of nonparametric, semiparametric, and parametric families.
• On multivariate dispersion orderings based on the standard construction
• On the Unification of Families of Skew-normal Distributions
• Continuous Bivariate Distributions
• Multivariate distributions for the life lengths of components of a system sharing a common environment
• Stochastically ordered distributions and monotonicity of the oc-function of sequential probability ratio tests
• Approximating Many Server Queues by Means of Single Server Queues
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• Multivariate Imperfect Repair
• Multivariate Comparisons of Ordered Data
• The new unified representation of multivariate skewed distributions
• MULTIVARIATE DISPERSION ORDER AND THE NOTION OF COPULA APPLIED TO THE MULTIVARIATE t-DISTRIBUTION
• The Skew-normal Distribution and Related Multivariate Families*
• A Constructive Representation of Univariate Skewed Distributions
• Remarks on a Multivariate Transformation
• Inequalities: theory of majorization and its applications