Title: Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution
Abstract:Summary A fairly general procedure is studied to perturb a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is...Summary A fairly general procedure is studied to perturb a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is sufficiently general to encompass some recent proposals in the literature, variously related to the skew normal distribution. The special case of skew elliptical densities is examined in detail, establishing connections with existing similar work. The final part of the paper specializes further to a form of multivariate skew t-density. Likelihood inference for this distribution is examined, and it is illustrated with numerical examples.Read More
Publication Year: 2003
Publication Date: 2003-04-25
Language: en
Type: article
Indexed In: ['crossref', 'datacite']
Access and Citation
Cited By Count: 1018
AI Researcher Chatbot
Get quick answers to your questions about the article from our AI researcher chatbot