A SKEW-SYMMETRIC REPRESENTATION OF MULTIVARIATE DISTRIBUTIONS

By Jiuzhou Wang, Joseph Boyer, Marc G. Genton. 2002

159 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/dd9c211e15731ce7327bad38f14d37f09c873080

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Citations in the corpus

The multivariate skew-slash distribution (2006, background): “For instance, one can define skew-t distributions (Branco and Dey, 2001; Jones and Faddy, 2003; Sahu et al., 2003), skew-Cauchy distributions (Arnold and Beaver, 2000), skew-elliptical distributions (Azzalini and Capitanio, 1999; Branco and Dey, 2001; Sahu et al., 2003; Genton and Loperfido, 2005), ”
Generalized skew-Cauchy distribution ☆ (2007, unknown): “Proposition 3 (Wang et al., 2004b).”
Flexible Class of Skew‐Symmetric Distributions (2004, background): “Wang et al. (2004) showed that any p-dimensional multivariate pdf g(x) admits, for any fixed location parameter n 2 Rp, a unique skew-symmetric (SS) representation: gðxÞ ¼ 2f ðx nÞpðx nÞ; ð1Þ where f : Rp fi R+ is a symmetric pdf and p : Rp fi [0, 1] is a skewing function satisfying p( x) ¼ 1 p(x).”
Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis (2008, unknown): “Thus, noting that (30) implies ‖ ‖(2)+‖t−αX(β−β̂)‖(2) = (n−k)S(2)+t (In+α(2)P)t+(1+α(2))(β−b) (XX)(β−b), (31) where b = β̂+ α 1+α2 (X TX)−1XT t, and using the properties of the Student-t distribution to solve the first of the integrals above, we have that”
Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions (2005, unknown): “Hence the procedure can be applied to the more general skew-symmetric distributions defined by Wang, Boyer, and Genton (2004).”
Skew-symmetric distributions and Fisher information -- a tale of two densities (2012, background): “Keywords: singular Fisher information; skew-normal distributions; skew-symmetric distributions; skewing function; symmetric kernel”
On fundamental skew distributions (2005, methodology): “If m = 1, then we obtain the class of skew-symmetric (SS) distributions introduced by Wang et al.[28].”
A tractable, parsimonious and flexible model for cylindrical data, with applications (2015, unknown): “Step 3: Generate X from a Weibull with shape parameter Random number generation from sine-skewed distributions follows from general skew-symmetric theory on R k ; see [19].”
Characterizations of the skew-normal and generalized chi distributions (2004, background): “Proposition 5. For more properties of the skew-symmetric distributions, see Wang et al. (2004b) .”
On Families of Distributions with Shape Parameters (2015, unknown): “In its greatest (univariate) generality (Wang, Boyer & Genton, 2004), the density of a member of this type of distribution has the beautifully simple form (1) where w > 0 additionally satisﬁes the key oddness property It is the evenness of g and the oddness of 2 w − 1 that immediately lead to the…”
Methods for generating families of univariate continuous distributions in the recent decades (2013, background): “(72), where only one normalizing constant is required.”