The paper extends earlier work on the so-called skew-normal distribution, a family of distributions including the normal, but with an extra parameter to regulate skewness. The present work introduces a multivariate parametric family such that the marginal densities are scalar skew-normal, and studies its properties, with special emphasis on the bivariate case.

The Multivariate Skew-normal Distribution

AZZALINI, ADELCHI;DALLA VALLE, ALESSANDRA
1996

Abstract

The paper extends earlier work on the so-called skew-normal distribution, a family of distributions including the normal, but with an extra parameter to regulate skewness. The present work introduces a multivariate parametric family such that the marginal densities are scalar skew-normal, and studies its properties, with special emphasis on the bivariate case.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/2463991
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