Statistical applications of the multivariate skew normal distribution
Statistical applications of the multivariate skew normal distribution
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DOI：
10.1111/1467-9868.00194
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发表时间：
1999-01-01
影响因子：
5.8
通讯作者：
Capitanio, A
中科院分区：
文献类型：
--
作者：
Azzalini, A;Capitanio, A
Azzalini 和 Dalla Valle 最近讨论了多元偏斜正态分布，它通过添加形状参数扩展了正态分布的类别。本文的第一部分进一步研究了分布的概率特性，特别强调统计相关性方面。以下部分将讨论推论和其他统计问题，并通过数值示例说明其在一些多元统计问题中的应用。最后，描述了引入椭圆密度的倾斜因子的进一步扩展。
Azzalini and Dalla Valle have recently discussed the multivariate skew normal distribution which extends the class of normal distributions by the addition of a shape parameter. The first part of the present paper examines further probabilistic properties of the distribution, with special emphasis on aspects of statistical relevance. Inferential and other statistical issues are discussed in the following part, with applications to some multivariate statistics problems, illustrated by numerical examples. Finally, a further extension is described which introduces a skewing factor of an elliptical density.