The skew-normal distribution and related multivariate families
The skew-normal distribution and related multivariate families
复制标题
DOI：
10.1111/j.1467-9469.2005.00426.x
复制
发表时间：
2005-06-01
影响因子：
1
通讯作者：
Azzalini, A
中科院分区：
文献类型：
--
作者：
Azzalini, A
本文对目前正在大力发展的分配理论的一部分进行了介绍性概述。本主题的出发点是所谓的偏斜正态分布，但相关领域正变得越来越广泛，其分支现在包括许多扩展，例如偏斜椭圆族和某些形式的半参数公式，使该领域的相关性远远超出了“偏斜”的原始主题。本文的最后部分阐述了与各个应用领域的联系，包括选择性抽样、成分数据模型、稳健方法、计量经济学中的一些问题、非线性时间序列，特别是与金融数据相关的问题等等。
This paper provides an introductory overview of a portion of distribution theory which is currently under intense development. The starting point of this topic has been the so-called skew-normal distribution, but the connected area is becoming increasingly broad, and its branches include now many extensions, such as the skew-elliptical families, and some forms of semi-parametric formulations, extending the relevance of the field much beyond the original theme of 'skewness'. The final part of the paper illustrates connections with various areas of application, including selective sampling, models for compositional data, robust methods, some problems in econometrics, non-linear time series, especially in connection with financial data, and more.