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 ...

In this work we approach the problem of model comparison between skew families. For the univariate skew model, we measure the sensitivity of the skewness parameter using the L-1 distance between symmetric and asymmetric ...

In this article, we introduce an asymmetric extension to the univariate slash-elliptical family of distributions studied in Gomez et al. (2007a). This new family results from a scale mixture between the epsilon-skew-symmetric ...

We derive the exact probability density function of the maximum of arbitrary absolutely continuous dependent random variables and of absolutely continuous exchangeable random variables. We show this density is related to ...

The entropy and mutual information index are important concepts developed by Shannon in the context of information theory. They have been widely studied in the case of the multivariate normal distribution. We first extend ...

A new class of multivariate skew-normal distributions, fundamental skew-normal distributions and their canonical version, is developed. It contains the product of independent univariate skew-normal distributions as a special ...

In this paper, we compute doubly truncated moments for the selection elliptical class of distributions, including some multivariate asymmetric versions of well-known elliptical distributions, such as the normal, Student's ...

We consider Bayesian inference using an extension of the family of skew-elliptical distributions studied by Azzalini [1985. A class of distributions which includes the normal ones. Scand. J. Statist. Theory and Applications ...