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Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t -distribution

  • Published:2003-04-25 Issue:2 Volume:65 Page:367-389
  • ISSN:1369-7412
  • Container-title:Journal of the Royal Statistical Society: Series B (Statistical Methodology)
  • language:en
  • Short-container-title:

Author:

Azzalini Adelchi,Capitanio Antonella

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference28 articles.

1. Hidden truncation models;Arnold;Sankhya,2000a

2. The skew Cauchy distribution;Arnold;Statist. Probab. Lett.,2000b

3. Skewed multivariate models related to hidden truncation and/or selective reporting;Arnold;Test,2002

4. A class of distribution which includes the normal ones;Azzalini;Scand. J. Statist.,1985

5. Statistical applications of the multivariate skew normal distribution;Azzalini;J. R. Statist. Soc.,1999

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