The Skew-Normal and Related Families
The Skew-Normal and Related Families
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DOI：
10.1017/cbo9781139248891
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发表时间：
2018-03
期刊：
影响因子：
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通讯作者：
A. Azzalini;A. Capitanio
中科院分区：
文献类型：
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作者：
A. Azzalini;A. Capitanio
近年来，随着理论的发展，数据的挑战越来越大，计算工具也取得了实质性的进展，对偏正态分布和相关分布族的兴趣也大大增加。这种综合治疗，融合理论和实践，将是统计学家和应用研究人员的标准资源。假设只有基本知识（非测量理论）概率和统计推断，这本书是访问广泛的研究人员谁使用统计建模技术。引导读者了解主要概念和结果，它涵盖了单变量和多变量环境中该主题的概率和统计方面。理论的发展是由众多的插图和应用程序，包括定量金融，医疗统计，环境风险研究，工业和商业效率等一系列领域的补充。作者免费提供的R包sn（可从CRAN获得）使读者能够使用自己的数据将这些方法付诸实践。
Interest in the skew-normal and related families of distributions has grown enormously over recent years, as theory has advanced, challenges of data have grown, and computational tools have made substantial progress. This comprehensive treatment, blending theory and practice, will be the standard resource for statisticians and applied researchers. Assuming only basic knowledge of (non-measure-theoretic) probability and statistical inference, the book is accessible to the wide range of researchers who use statistical modelling techniques. Guiding readers through the main concepts and results, it covers both the probability and the statistics sides of the subject, in the univariate and multivariate settings. The theoretical development is complemented by numerous illustrations and applications to a range of fields including quantitative finance, medical statistics, environmental risk studies, and industrial and business efficiency. The author's freely available R package sn, available from CRAN, equips readers to put the methods into action with their own data.