artículo
Definition and probabilistic properties of skew-distributions
Fecha
2002Registro en:
10.1016/S0167-7152(02)00088-3
1879-2103
0167-7152
WOS:000176873000001
Autor
Arellano Valle, RB
del Pino, G
San Martin, E
Institución
Resumen
The univariate, and multivariate skew-normal distributions have a number of intriguing properties. It is shown here that these hold for a general class of distributions, defined in terms of independence conditions on signs and absolute values. For this class, two stochastic representations become equivalent, one using conditioning on the positivity of a random vector and the other employing a vector of absolute values. General methods for computing moments and for obtaining the density function of a general skew-distribution are given. The case of spherical and elliptical distributions is briefly discussed. (C) 2002 Published by Elsevier Science B.V.