A Constructive Representation of Univariate Skewed Distributions

By J. A. Ferreira, Mark F. J. Steel. 2006

161 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/cdc1cb653e33b32c468e1b675cd21dde1fdd1e08

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Citations in the corpus

T-normal family of distributions: a new approach to generalize the normal distribution (2014, background): “Another general framework that introduces a skew mechanism to symmetric distributions was given by Ferreira and Steel (2006).”
On families of beta- and generalized gamma-generated distributions and associated inference (2009, methodology): “[8] introduced and studied a multivariate version of this family, while Ferreira and Steel [9,10] used it as a skewing mechanism for constructing skewed distributions.”
Asymmetry and Gradient Asymmetry Functions: Density‐Based Skewness and Kurtosis (2008, methodology): “The glass fibre data have recently been used to illustrate the fitting of various skew t distributions (Jones & Faddy, 2003; Ferreira & Steel, 2006).”
A new method for generating families of continuous distributions (2013, methodology): “According to Ferreira and Steel [13], a distribution G is said to be a skewed version of the symmetric distribution F , generated by the skewing mechanism P , if its p.”
On Families of Distributions with Shape Parameters (2015, unknown): “If the distribution function of V is w then the density of the resulting family of distributions is A general treatment of this approach which provides bespoke construction of a suitable w so that f V has certain desired properties is given by Ferreira & Steel (2006).”
On spatial skew‐Gaussian processes and applications (2009, background): “Recently, Ferreira and Steel (2006) proposed a new approach to the construction of univariate skewed distributions.”
A Generalization of the Skew-Normal Distribution: The Beta Skew-Normal (2011, background): “Recently, Ferreira and Steel (2006) have presented a general approach which allows to generate skew distributions.”