dc.creator | Arellano Valle, RB | |
dc.creator | del Pino, G | |
dc.creator | San Martin, E | |
dc.date.accessioned | 2024-01-10T12:38:15Z | |
dc.date.accessioned | 2024-05-02T16:45:42Z | |
dc.date.available | 2024-01-10T12:38:15Z | |
dc.date.available | 2024-05-02T16:45:42Z | |
dc.date.created | 2024-01-10T12:38:15Z | |
dc.date.issued | 2002 | |
dc.identifier | 10.1016/S0167-7152(02)00088-3 | |
dc.identifier | 1879-2103 | |
dc.identifier | 0167-7152 | |
dc.identifier | https://doi.org/10.1016/S0167-7152(02)00088-3 | |
dc.identifier | https://repositorio.uc.cl/handle/11534/77011 | |
dc.identifier | WOS:000176873000001 | |
dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/9267000 | |
dc.description.abstract | 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. | |
dc.language | en | |
dc.publisher | ELSEVIER | |
dc.rights | acceso restringido | |
dc.subject | skew-distributions | |
dc.subject | skew-normal | |
dc.subject | spherical distributions | |
dc.subject | elliptical distributions | |
dc.subject | stochastic representations | |
dc.title | Definition and probabilistic properties of skew-distributions | |
dc.type | artículo | |