Graphical models for skew-normal variates

By A. Capitanio, Adelchi Azzalini, E. Stanghellini. 2003

108 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/20b4b8ef5c3650f0477f0840d0e2fabeaf5ba5d7

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In Management Science and Operations Research

In Statistics and Probability

Citations in the corpus

Skewed distributions in finance and actuarial science: a review (2015, methodology): “The extended skew-normal distribution appears in several areas of statistical theory, including Bayesian statistics (O’Hagan and Leonard 1976), regression analysis (Copas and Li 1997), and graphical models (Capitanio, Azzalini, and Stanghellini 2003).”
Elliptical graphical modelling (2011, background): “There is only one exception known to me, and that is the use of the skew normal distribution (Capitanio et al., 2003).”
The centred parametrization for the multivariate skew-normal distribution (2008, unknown): “[10] in the multivariate case.”
Bayesian Inference for Skew-normal Linear Mixed Models (2007, background): “In this context, several authors (Azzallini & Capitanio, 1999; Azzalini & Kotz, 2002; Capitanio et al , 2002 ; Sahu et al , 2003 ) have studied regression models with skew distributions, but there is a scarcity of literature on robustness in the context of random effect models.”
Contrasting OLS and Quantile Regression Approaches to Student “Growth” Percentiles (2013, background): “Capitanio, Azzalini, and Stanghellini (2003) discuss an extension to the skew-normal distribution with an additional shape parameter that results in the conditional distribution being exactly, instead of approximately, skew normal.”
Multivariate log‐skew‐elliptical distributions with applications to precipitation data (2009, methodology): “First, we compute the parameters of the marginal distributions using the property of linear transformations of the skew-elliptical random vectors (e.g., Capitanio et al., 2003).”
Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution (2003, methodology): “Therefore we obtain a+ AY ∼ Stm.ξ′,AΩAT,α′, ν/: In particular for a single component, Yr say (r ∈ {1, . . . ,d}), we have Yr ∼ St.ξr,ωrr,α′r, ν/ where α′r is given by expression (10) of Capitanio et al. (2003).”
On the Unification of Families of Skew‐normal Distributions (2006, methodology): “A simple extension of the above case is given by SUNd, l(, y, J&, Q2*) which corresponds to the distribution examined by Arnold & Beaver (2000) and by Capitanio et al. (2003), again up to change of parametrization.”
The Skew‐normal Distribution and Related Multivariate Families * (2005, methodology): “Capitanio et al. (2003).”