The Kendall and Spearman rank correlations of the bivariate skew normal distribution
Author:
Affiliation:
1. CNRS, THEMA CY Cergy Paris Université Cergy‐Pontoise France
2. Department of Applied Economics Universitat de les Illes Balears Palma Spain
Funder
Agence Nationale de la Recherche
Ministerio de Ciencia e Innovación
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/sjos.12587
Reference37 articles.
1. Orthant Probabilities for the Quadrivariate Normal Distribution
2. On the Unification of Families of Skew-normal Distributions
3. Multivariate extended skew-t distributions and related families
4. Hidden truncation models;Arnold B. C.;Sankhyā: The Indian Journal of Statistics Series A (1961‐2002),2000
5. A class of distributions which includes the normal one;Azzalini A.;Scandinavian Journal of Statistics,1985
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