Definition and probabilistic properties of skew-distributions

By Reinaldo Boris Arellano-Valle, G. Pino, Ernesto San Martín. 2002

61 citations recorded by the source corpus.

Subfields: Global and Planetary Change, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/6efe99492276ff8378bf76a2c65e34f121604e1a

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In Global and Planetary Change

In Statistics and Probability

Citations in the corpus

A New Fatigue Life Model Based on the Family of Skew-Elliptical Distributions (2006, background): “Currently though, being treated similarly to the multivariate, skew-normal distribution, whose principle results are accredited to Azzalini, Dalla-Valle, and Capitanio [2, 1996] and [3, 1999]; and to Gupta, Faŕıas-González, and Domı́nguez-Molina [15, 2004], among others, great strides have been made”
The Skew‐normal Distribution and Related Multivariate Families * (2005, background): “If U0 and U1 are continuous variables of dimension m and d, respectively, then Arellano-Valle et al. (2002) put forward the very general formula for the distribution of Z ¼ (U1|U0 > 0), where the notation U0 > 0 is intended as a set of component-wise inequalities, fZðzÞ ¼ fU1ðzÞ PfU0 > 0 jU1 ¼…”
Skew-normal Linear Mixed Models (2005, background): “Arellano-Valle et al. general formula to obtain skewed pdf’s. From these results, Arellano-Valle and Genton (2005) introduce the class of fundamental skewed distributions, giving an unified approach to obtain multivariate skew distributions starting from symmetric ones.”
Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis (2008, background): “The representations in (4) and (5) are particularly important in a Bayesian framework, since they provide hierarchical formulations of the respective location-scale versions of (1).”
On the Unification of Families of Skew‐normal Distributions (2006, background): “The role of this simple yet important relationship, also clearly valid outside the normal context, has been stressed by Arellano-Valle et al. (2002); see their Theorem 5.1.”