The distribution theory literature connected to the multivariate skew-normal distribution has grown rapidly in recent years, and a number of extensions and alternative formulations have been put forward. Presently there are various coexisting proposals, similar but not identical, and with rather unclear connections. The purpose of this paper is to unify these proposals under a new general formulation, clarifying at the same time their relationships. The final part sketches an extension of the argument to the skew-elliptical family.
On the Unification of Families of Skew-normal Distributions
AZZALINI, ADELCHI
2006
Abstract
The distribution theory literature connected to the multivariate skew-normal distribution has grown rapidly in recent years, and a number of extensions and alternative formulations have been put forward. Presently there are various coexisting proposals, similar but not identical, and with rather unclear connections. The purpose of this paper is to unify these proposals under a new general formulation, clarifying at the same time their relationships. The final part sketches an extension of the argument to the skew-elliptical family.File in questo prodotto:
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