Multivariate skew t-distribution

By Arjun K. Gupta. 2003

187 citations recorded by the source corpus.

Subfields: Global and Planetary Change, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/6355b0947a49fee046ced0ed2224f94164a454ec

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In Global and Planetary Change

In Statistics and Probability

Citations in the corpus

Generalized skew-Cauchy distribution ☆ (2007, methodology): “The multivariate skew-Cauchy distribution and multivariate skew t-distribution are studied by Arnold and Beaver (2000), and Gupta (2003), respectively.”
A skew extension of the t‐distribution, with applications (2003, background): “Skates (1993)), a special case of the generalized hyperbolic distribution (Barndorff-Nielsen and Shephard, 2001) and other somewhat arbitrary mathematical constructs (e.g. Butler et al. (1990)).”
On the Unification of Families of Skew‐normal Distributions (2006, background): “A substantial fraction of this activity has resulted from the proposal of the multivariate skew-normal (SN) distribution, which represents an extension of the multivariate normal family to which an additional parameter is added to regulate skewness. The multivariate SN class has been studied by Azza”
Two-sample tests for high-dimension, strongly spiked eigenvalue models (2016, background): “See Azzalini and Capitanio (2003) and Gupta (2003) for the details of the MST distribution.”
Robust Likelihood Methods Based on the Skew‐t and Related Distributions (2008, background): “The specific form which we will consider is the one studied by Branco & Dey (2001, 2002) and in equivalent forms by Azzalini & Capitanio (2003) and Gupta (2003); see also Kim & Mallick (2003) for additional results.”
Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective (2009, unknown): “…case, this new class contains, the skew-normal distribution (Azzalini and Dalla-Valle, 1996), skew-t distribution (Azzalini and Capitanio, 2003; Gupta, 2003), skew-slash distribution (Wang and Genton, 2006), skew-contaminated normal distribution and all the symmetric family of NI distributions…”
GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION (2001, background): “If the 2 value calculated from (5) is too large compared with the endpoint of (2)K 1 at certain significance level, say 0.”
The Skew‐normal Distribution and Related Multivariate Families * (2005, background): “The above statements summarize results of Branco & Dey (2001), Gupta (2003) and Azzalini & Capitanio (2003).”