On fundamental skew distributions

dc.creatorArellano Valle, RB
dc.creatorGenton, MG
dc.date.accessioned2024-01-10T12:41:02Z
dc.date.accessioned2024-05-02T19:25:51Z
dc.date.available2024-01-10T12:41:02Z
dc.date.available2024-05-02T19:25:51Z
dc.date.created2024-01-10T12:41:02Z
dc.date.issued2005
dc.identifier10.1016/j.jmva.2004.10.002
dc.identifier0047-259X
dc.identifierhttps://doi.org/10.1016/j.jmva.2004.10.002
dc.identifierhttps://repositorio.uc.cl/handle/11534/77375
dc.identifierWOS:000231810900006
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/9272568
dc.description.abstractA 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 case. Stochastic representations and other main properties of the associated distribution theory of linear and quadratic forms are considered. A unified procedure for extending this class to other families of skew distributions such as the fundamental skew-symmetric, fundamental skew-elliptical, and fundamental skew-spherical class of distributions is also discussed. (c) 2004 Published by Elsevier Inc.
dc.languageen
dc.publisherELSEVIER INC
dc.rightsacceso restringido
dc.subjectarginal and conditional distributions
dc.subjectmoment generating function
dc.subjectnormal, spherical and elliptical distributions
dc.subjectquadratic forms
dc.subjectstochastic representation
dc.subjectREPRESENTATION
dc.titleOn fundamental skew distributions
dc.typeartículo


Este ítem pertenece a la siguiente institución