A unified view on skewed distributions arising from selections

By Reinaldo Boris Arellano-Valle, Máaarcia D. Branco, Marc G. Genton. 2006

226 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/7749bb92d0c5180d887e4938c61ee4a29911ef83

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Citations in the corpus

A Heckman Selection-t Model (2012, background): “More generally, Arellano-Valle, Branco, and Genton (2006) unify all of the distributions arising from selection mechanisms Y∗|U∗ ∈ C, where Y∗ ∈ Rd1 , U∗ ∈ Rd2 , and C is a measurable subset in Rd2 such that 0 Pr(U∗ ∈ C) 1, in a broad class of selection distributions.”
Multivariate measurement error models based on scale mixtures of the skew–normal distribution (2010, methodology): “The idea of the SMSN distribution originated from an early work by Branco and Dey [9] (see also [11]) which included the SN distribution as a special case.”
On the exact distribution of the maximum of absolutely continuous dependent random variables (2008, background): “Indeed, we consider Y conditionally on ZX0 and this selection mechanism induces skewness, see Arellano-Valle et al. (2006) for a unified view on skewed distributions resulting from selections.”
On Families of Distributions with Shape Parameters (2015, unknown): “Indeed, many publications on that topic (e.g. Branco & Dey, 2001, Arnold & Beaver, 2002, Azzalini & Capitanio, 2003, Arellano-Valle & Genton, 2005, Arellano-Valle, Branco & Genton, 2006, Kim, 2008) work in the multivariate case because it adds little more than notational complexity.”
Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis (2008, methodology): “For the parameter α2 in the SGN model, we adopt an Inverse Gamma IG(3, 2) distribution.”
Multivariate log‐skew‐elliptical distributions with applications to precipitation data (2009, methodology): “To present a conditional distribution of X2|X1 for a log-skew-elliptical random vector X, we first need to define the so-called extended skew-elliptical family (Arellano-Valle and Genton, 2009; Arellano-Valle and Azzalini, 2006; Arellano-Valle et al., 2006).”